Extreme Value Modeling And Risk Analysis: Methods and Applications
Extreme Value Modeling And Risk Analysis: Methods and Applications
- Boca Raton CRC Press 2016
- 520p
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
9781498701297
Extreme Value Theory
Multivariate Analysis
Risk Assessment
519.2 / EXT
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
9781498701297
Extreme Value Theory
Multivariate Analysis
Risk Assessment
519.2 / EXT