- 540 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
About this book
Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subje
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Yes, you can access Extreme Value Modeling and Risk Analysis by Dipak K. Dey, Jun Yan in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Front Cover
- Dedication
- Contents
- Preface
- Contributors
- 1: Univariate Extreme Value Analysis
- 2: Multivariate Extreme Value Analysis
- 3: Univariate Extreme Value Mixture Modeling
- 4: Threshold Selection in Extreme Value Analysis
- 5: Threshold Modeling of Nonstationary Extremes
- 6: Block-Maxima of Vines
- 7: Time Series of Extremes
- 8: Max-Autoregressive and Moving Maxima Models for Extremes
- 9: Spatial Extremes and Max-Stable Processes
- 10: Simulation of Max-Stable Processes
- 11: Conditional Simulation of Max-Stable Processes
- 12: Composite Likelihood for Extreme Values
- 13: Bayesian Inference for Extreme Value Modelling
- 14: Modelling Extremes Using Approximate Bayesian Computation
- 15: Estimation of Extreme Conditional Quantiles
- 16: Extreme Dependence Models
- 17: Nonparametric Estimation of Extremal Dependence
- 18: An Overview of Nonparametric Tests of Extreme-Value Dependence and of Some Related Statistical Procedures
- 19: Extreme Risks of Financial Investments
- 20: Interplay of Insurance and Financial Risks with Bivariate Regular Variation
- 21: Weather and Climate Disasters
- 22: The Analysis of Safety Data from Clinical Trials
- 23: Analysis of Bivariate Survival Data Based on Copulas with Log-Generalized Extreme Value Marginals
- 24: Change Point Analysis of Top Batting Average
- 25: Computing Software
- Back Cover