Download or read book On Regular Variation and Its Application to the Weak Convergence of Sample Extremes written by Laurentius Franciscus Maria de Haan and published by . This book was released on 1970 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Extreme Values Regular Variation and Point Processes written by Sidney I. Resnick and published by Springer. This book was released on 2013-12-20 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces.
Download or read book On Regular Variation and Its Application to the Weak Convergence of Sample Extremes written by L. de Haan and published by . This book was released on 1970 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Breakthroughs in Statistics written by Samuel Kotz and published by Springer Science & Business Media. This book was released on 1993-06-11 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistics of Extremes written by Jan Beirlant and published by John Wiley & Sons. This book was released on 2004-10-15 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Download or read book Regular Variation written by N. H. Bingham and published by Cambridge University Press. This book was released on 1989-06-15 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the theory and applications of regular variation.
Download or read book Statistical Extremes and Applications written by J. Tiago de Oliveira and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first references to statistical extremes may perhaps be found in the Genesis (The Bible, vol. I): the largest age of Methu'selah and the concrete applications faced by Noah-- the long rain, the large flood, the structural safety of the ark --. But as the pre-history of the area can be considered to last to the first quarter of our century, we can say that Statistical Extremes emer ged in the last half-century. It began with the paper by Dodd in 1923, followed quickly by the papers of Fre-chet in 1927 and Fisher and Tippett in 1928, after by the papers by de Finetti in 1932, by Gumbel in 1935 and by von Mises in 1936, to cite the more relevant; the first complete frame in what regards probabilistic problems is due to Gnedenko in 1943. And by that time Extremes begin to explode not only in what regards applications (floods, breaking strength of materials, gusts of wind, etc. ) but also in areas going from Proba bility to Stochastic Processes, from Multivariate Structures to Statistical Decision. The history, after the first essential steps, can't be written in few pages: the narrow and shallow stream gained momentum and is now a huge river, enlarging at every moment and flooding the margins. Statistical Extremes is, thus, a clear-cut field of Probability and Statistics and a new exploding area for research.
Download or read book Extreme Value Theory written by Jürg Hüsler and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory. After the pioneering work of M. Frechet (1927) and of R.A. Fisher and L.R.C. Tippett (1928), who discovered the limiting distributions of extremes, the importance of mathematical concepts of extreme behavior in applications was impressively demonstrated by statisticians like E.J. Gumbel and W. Weibull. The predominant role of applied aspects in that early period may be highlighted by the fact that two of the "Fisher-Tippett asymptotes" also carry the names of Gumbel and Weibull. In the last years, the complexity of problems and their tractability by mathematical methods stimulated a rapid development of mathematical theory that substantially helped to improve our understanding of extreme behavior. Due to the depth and richness of mathematical ideas, extreme value theory has become more and more of interest for mathematically oriented research workers. This was one of the reasons to organize a conference on extreme value theory which was held at the Mathematische Forschungsinstitut at Oberwolfach (FRG) in December 1987.
Download or read book Encyclopaedia of Mathematics written by Michiel Hazewinkel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first Supplementary volume to Kluwer's highly acclaimed Encyclopaedia of Mathematics. This additional volume contains nearly 600 new entries written by experts and covers developments and topics not included in the already published 10-volume set. These entries have been arranged alphabetically throughout. A detailed index is included in the book. This Supplementary volume enhances the existing 10-volume set. Together, these eleven volumes represent the most authoritative, comprehensive up-to-date Encyclopaedia of Mathematics available.
Download or read book Continuous Univariate Distributions Volume 2 written by Norman L. Johnson and published by John Wiley & Sons. This book was released on 1995-05-08 with total page 747 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive reference for statistical distributions Continuous Univariate Distributions, Volume 2 provides in-depth reference for anyone who applies statistical distributions in fields including engineering, business, economics, and the sciences. Covering a range of distributions, both common and uncommon, this book includes guidance toward extreme value, logistics, Laplace, beta, rectangular, noncentral distributions and more. Each distribution is presented individually for ease of reference, with clear explanations of methods of inference, tolerance limits, applications, characterizations, and other important aspects, including reference to other related distributions.
Download or read book Extreme Value Distributions written by Samuel Kotz and published by World Scientific. This book was released on 2000 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions OCo one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited probabilistic background and to expert in the field. Sample Chapter(s). Chapter 1.1: Historical Survey (139 KB). Chapter 1.2: The Three Types of Extreme Value Distributions (146 KB). Chapter 1.3: Limiting Distributions and Domain of Attraction (210 KB). Chapter 1.4: Distribution Function and Moments of Type 1 Distribution (160 KB). Chapter 1.5: Order Statistics, Record Values and Characterizations (175 KB). Contents: Univariate Extreme Value Distributions; Generalized Extreme Value Distributions; Multivariate Extreme Value Distributions. Readership: Applied probabilists, applied statisticians, environmental scientists, climatologists, industrial engineers and management experts."
Download or read book Multivariate Extreme Value Theory and D Norms written by Michael Falk and published by Springer. This book was released on 2019-02-07 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views on D-norms from a functional analysis perspective and from stochastic geometry underline the aim of this book to reveal mathematical structures. This book is intended for mathematicians with a basic knowledge of analysis and probability theory, including Fubini's theorem.
Download or read book Statistics for the 21st Century written by Gabor Szekely and published by CRC Press. This book was released on 2000-01-25 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: A selection of articles presented at the Eighth Lukacs Symposium held at the Bowling Green State University, Ohio. They discuss consistency and accuracy of the sequential bootstrap, hypothesis testing, geometry in multivariate analysis, the classical extreme value model, the analysis of cross-classified data, diffusion models for neural activity, e
Download or read book Dynamic Copula Methods in Finance written by Umberto Cherubini and published by John Wiley & Sons. This book was released on 2011-11-21 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration.
Download or read book Statistical Analysis of Extreme Values written by Rolf-Dieter Reiss and published by Springer Science & Business Media. This book was released on 2007-08-08 with total page 511 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical analysis of extreme data is vital to many disciplines including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to parametric modeling, exploratory analysis and statistical interference for extreme values. For this Third Edition, the entire text has been thoroughly updated and rearranged to meet contemporary requirements, with new sections and chapters address such topics as dependencies, the conditional analysis and the multivariate modeling of extreme data. New chapters include An Overview of Reduced-Bias Estimation; The Spectral Decomposition Methodology; About Tail Independence; and Extreme Value Statistics of Dependent Random Variables.
Download or read book Applied Uncertainty Analysis For Flood Risk Management written by Keith J Beven and published by World Scientific. This book was released on 2014-01-13 with total page 685 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides an introduction for flood risk management practitioners, up-to-date methods for analysis of uncertainty and its use in risk-based decision making. It addresses decision making for both short-term (real-time forecasting) and long-term (flood risk planning under change) situations. It aims primarily at technical practitioners involved in flood risk analysis and flood warning, including hydrologists, engineers, flood modelers, risk analysts and those involved in the design and operation of flood warning systems. Many experienced practitioners are now expected to modify their way of working to fit into the new philosophy of flood risk management. This volume helps them to undertake that task with appropriate attention to the surrounding uncertainties. The book will also interest and benefit researchers and graduate students hoping to improve their knowledge of modern uncertainty analysis.
Download or read book Chaos Theory written by Christos H. Skiadas and published by World Scientific. This book was released on 2011 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: The work done in chaotic modeling and simulation during the last decades has changed our views of the world around us and has introduced new scientific tools, methods and techniques. Advanced topics of these achievements are included in this volume on Chaos Theory which focuses on Chaotic Modeling, Simulation and Applications of the nonlinear phenomena. This volume includes the best papers presented in the 3rd International Conference on CHAOS. This interdisciplinary conference attracted people from many scientific fields dealing with chaos, nonlinear dynamics, fractals and the works presented and the papers included here are of particular interest that could provide a broad understanding of chaos in its various forms. The chapters relate to many fields of chaos including Dynamical and Nonlinear Systems, Attractors and Fractals. Hydro-Fluid Dynamics and Mechanics, Chaos in Meteorology and Cosmology, Chaos in Biology and Genetics, Chaotic Control, Chaos in Economy and Markets, and Computer Composition and Chaotic Simulations, including related applications, are presented.
