Download or read book Statistical Theory of Extreme Values and Some Practical Applications written by Emil Julius Gumbel and published by . This book was released on 1954 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Theory of Extreme Values and Some Practical Applications written by Emil J. Gumbel and published by . This book was released on 1962 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Theory of Extreme Values and Some Practical Applications written by Emil J. Gumbel and published by . This book was released on 1954 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Theory of Extreme Values and Some Practical Applications written by and published by . This book was released on 1954 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Theory of Extreme Values and Some Practical Applications written by Emil Julius Gumbel (Mathematiker, Publizist) and published by . This book was released on 1954 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical theory of extreme values and some practical applications A series of lectures AMS 33 PB175818 written by Gumbel E J. and published by . This book was released on 1954 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Theory of Extreme Values and Some Practical Applications written by Emil Julius Gumbel and published by . This book was released on 1954 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book National Bureau of Standards written by and published by . This book was released on 1954 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Introduction to Statistical Modeling of Extreme Values written by Stuart Coles and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.

Download or read book Statistical Theory of Extreme Values and Some Pratical Applications written by Etats-Unis. Standards (National bureau) and published by . This book was released on 1954 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Extreme Values in Finance Telecommunications and the Environment written by Barbel Finkenstadt and published by CRC Press. This book was released on 2003-07-28 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory

Download or read book Statistics of Extremes written by E. J. Gumbel and published by Courier Corporation. This book was released on 2012-04-27 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic text covers order statistics and their exceedances; exact distribution of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and 3rd asymptotes; more. 1958 edition. Includes 44 tables and 97 graphs.

Download or read book Modelling Extremal Events written by Paul Embrechts and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 657 pages. Available in PDF, EPUB and Kindle. Book excerpt: "A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS

Download or read book Extreme Value Theory and Applications written by J. Galambos and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: It appears that we live in an age of disasters: the mighty Missis sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem to be unexpected phenomena to the man on the street, they are actually happening according to well defined rules of science known as extreme value theory. We know that records must be broken in the future, so if a flood design is based on the worst case of the past then we are not really prepared against floods. Materials will fail due to fatigue, so if the body of an aircraft looks fine to the naked eye, it might still suddenly fail if the aircraft has been in operation over an extended period of time. Our theory has by now penetrated the so cial sciences, the medical profession, economics and even astronomy. We believe that our field has come of age. In or~er to fully utilize the great progress in the theory of extremes and its ever increasing acceptance in practice, an international conference was organized in which equal weight was given to theory and practice. This book is Volume I of the Proceedings of this conference. In selecting the papers for Volume lour guide was to have authoritative works with a large variety of coverage of both theory and practice.

Download or read book Extreme Value Theory written by Laurens de Haan and published by Springer Science & Business Media. This book was released on 2007-12-09 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity

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 Events in Finance written by Francois Longin and published by John Wiley & Sons. This book was released on 2016-10-17 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets Extensive references in order to provide readers with resources for further study Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.