Extreme value modeling and risk analysis : methods and applications /: methods and applications. (2015)

• Record Type: Book
• Further Information: Note: Edited by Dipak K. Dey and Jun Yan.
• Editors: Dey, Dipak; Yan, Jun
• Contents: Univariate Extreme Value Analysis; Dipak Dey, Dooti Roy, and Jun Yan Multivariate Extreme Value Analysis; Dipak Dey, Yujing Jiang, and Jun Yan Univariate Extreme Value Mixture Modeling; Carl Scarrott Threshold Selection in Extreme Value Analysis; Frederico Caeiro and M. Ivette Gomes Threshold Modeling of Nonstationary Extremes; Paul J. Northrop, Philip Jonathan, and David Randell Block-Maxima of Vines; Matthias Killiches and Claudia Czado Time Series of Extremes; Brian J. Reich and Benjamin A. Shaby Max-Autoregressive and Moving Maxima Models for Extremes; Zhengjun Zhang, Liang Peng, and Timothy Idowu Spatial Extremes and Max-Stable Processes; Mathieu Ribatet, Clément Dombry, and Marco Oesting Simulation of Max-Stable Processes; Marco Oesting, Mathieu Ribatet, and Clément Dombry Conditional Simulation of Max-Stable Processes; Clément Dombry, Marco Oesting, and Mathieu Ribatet Composite Likelihood for Extreme Values; Huiyan Sang Bayesian Inference for Extreme Value Modeling; Alec Stephenson Modeling Extremes Using Approximate Bayesian Computation; Robert Erhardt and Scott A. Sisson Estimation of Extreme Conditional Quantiles; Huixia Judy Wang and Deyuan Li Extreme Dependence Models; Boris Beranger and Simone Padoan Nonparametric Estimation of Extremal Dependence; Anna Kiriliouk, Johan Segers, and Michał Warchoł An Overview of Nonparametric Tests of Extreme-Value Dependence and of Some Related Statistical Procedures; Axel Bücher and Ivan Kojadinovic Extreme Risks of Financial Investments; Ye Liu and Jonathan A. Tawn Interplay of Insurance and Financial Risks with Bivariate Regular Variation; Qihe Tang and Zhongyi Yuan Weather and Climate Disasters; Richard W. Katz The Analysis of Safety Data from Clinical Trials; Ioannis Papastathopoulos and Harry Southworth Analysis of Bivariate Survival Data Based on Copulas with Log Generalized Extreme Value Marginals; Dooti Roy, Vivekananda Roy, and Dipak Dey Change Point Analysis of Top Batting Average; Sy Han Chiou, Sangwook Kang, and Jun Yan Computing Software; Eric Gilleland
• Edition: 1st
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2015
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 519.24; Extreme value theory; Risk management
• Languages: English
• ISBNs: 9781498701310
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.