Download or read book A New Method of Analyzing Extreme value Data written by Julius Lieblein and published by . This book was released on 1954 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new method is presented and proposed for analyzing extreme-value data which may arise in a wide variety of applications.
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 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 Extreme Value Modeling and Risk Analysis written by Dipak K. Dey and published by CRC Press. This book was released on 2016-01-06 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Download or read book Extreme Value Methods with Applications to Finance written by Serguei Y. Novak and published by CRC Press. This book was released on 2011-12-20 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparametric estimation methods. These topics have not been fully focused on in other books on extremes. In addition, the book covers: Extremes in samples of random size Methods of estimating extreme quantiles and tail probabilities Self-normalized sums of random variables Measures of market risk Along with examples from finance and insurance to illustrate the methods, Extreme Value Methods with Applications to Finance includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text. A systematic background to a rapidly growing branch of modern Probability and Statistics: extreme value theory for stationary sequences of random variables.
Download or read book Environmental Conditions Within Specified Geographical Regions Offshore East and West Coasts of the United States and in the Gulf of Mexico written by Interagency Ad Hoc Task Force and published by . This book was released on 1973 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contemporary critics analyze historical background, themes, structure, and characterization in Arthur Miller's study of the Salem witch trials.
Download or read book Environmental Conditions Within Specified Geographical Regions Offshore East and West Coasts of the United States and in the Gulf of Mexico written by United States. Interagency Ad Hoc Task Force and published by . This book was released on 1973 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Technical Note National Advisory Committee for Aeronautics written by United States. National Advisory Committee for Aeronautics and published by . This book was released on 1953 with total page 932 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Analogy Between Mass and Heat Transfer with Turbulent Flow written by Edmund E. Callaghan and published by . This book was released on 1953 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: An analysis of combined heat and mass transfer from a flat plate has been made in terms of Prandtl's simpified physical concept of the turbulent boundary layer. The results of the analysis show that tor conditioins of reasonably small heat and mass transfer, the ratio of the mass- and heat-transfer coefficients is dependent on the Reynolds number of the boundary layer, the Prandtl number of the medium of diffusion, and the Schmidt number of the diffusing fluid in the medium of diffusion. For the particular case of water evaporating into air, the ratio of mass-transfer coefficient to heat-transfer coefficient is found to be slightly greater than unity.
Download or read book National Bureau of Standards Handbook written by United States. National Bureau of Standards and published by . This book was released on 1963 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Research Abstracts written by United States. National Advisory Committee for Aeronautics and published by . This book was released on 1951 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Naval Research Logistics Quarterly written by and published by . This book was released on 1968 with total page 1262 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book National Bureau of Standards Report written by United States. National Bureau of Standards and published by . This book was released on 1953 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Projects and Publications of the National Applied Mathematics Laboratories written by and published by . This book was released on 1952 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Projects and Publications written by United States. National Bureau of Standards. National Applied Mathematics Laboratories and published by . This book was released on 1951 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
