
Extreme Value Modeling and Risk Analysis
DOI link for Extreme Value Modeling and Risk Analysis
Extreme Value Modeling and Risk Analysis book
Methods and Applications
Extreme Value Modeling and Risk Analysis
DOI link for Extreme Value Modeling and Risk Analysis
Extreme Value Modeling and Risk Analysis book
Methods and Applications
Edited ByDipak K. Dey, Jun Yan
Edition 1st Edition
First Published 2016
eBook Published 6 January 2016
Pub. location New York
Imprint Chapman and Hall/CRC
Pages 540 pages
eBook ISBN 9780429161193
SubjectsMathematics & Statistics
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Dey, D. (Ed.), Yan, J. (Ed.). (2016). Extreme Value Modeling and Risk Analysis. New York: Chapman and Hall/CRC, https://doi.org/10.1201/b19721
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
TABLE OF CONTENTS
chapter 4|18 pages
Threshold Selection in Extreme Value Analysis
WithFrederico Caeiro, M. Ivette Gomes
chapter 5|22 pages
Threshold Modeling of Nonstationary Extremes
WithPaul J. Northrop, Philip Jonathan, David Randell
chapter 8|26 pages
Max-Autoregressive and Moving Maxima Models for Extremes
WithZhengjun Zhang, Liang Peng, Timothy Idowu
chapter 14|26 pages
Modelling Extremes Using Approximate Bayesian Computation
WithRobert Erhardt, Scott A. Sisson
chapter 18|22 pages
An Overview of Nonparametric Tests of Extreme-Value Dependence and of Some Related Statistical Procedures
WithAxel Bu¨cher and Ivan Kojadinovic
chapter 20|20 pages
Interplay of Insurance and Financial Risks with Bivariate Regular Variation
WithQihe Tang, Zhongyi Yuan
chapter 22|14 pages
The Analysis of Safety Data from Clinical Trials
WithIoannis Papastathopoulos, Harry Southworth
chapter 23|18 pages
Analysis of Bivariate Survival Data Based on Copulas with Log-Generalized Extreme Value Marginals
WithDooti Roy, Vivekananda Roy, Dipak Dey
chapter 24|12 pages
Change Point Analysis of Top Batting Average
BySy Han Chiou, Sangwook Kang, Jun Yan