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Extreme Value Modeling and Risk Analysis
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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
DOI https://doi.org/10.1201/b19721
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 1|22 pages

Univariate Extreme Value Analysis

ByDipak Dey, Dooti Roy, Jun Yan

chapter 2|18 pages

Multivariate Extreme Value Analysis

ByDipak Dey, Yujing Jiang, Jun Yan

chapter 3|28 pages

Univariate Extreme Value Mixture Modeling

WithCarl Scarrott

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 6|22 pages

Block-Maxima of Vines

WithMatthias Killiches, Claudia Czado

chapter 7|22 pages

Time Series of Extremes

WithBrian J. Reich, Benjamin A. Shaby

chapter 8|26 pages

Max-Autoregressive and Moving Maxima Models for Extremes

WithZhengjun Zhang, Liang Peng, Timothy Idowu

chapter 9|16 pages

Spatial Extremes and Max-Stable Processes Mathieu Ribatet, Cle´ment Dombry, and Marco Oesting

chapter 10|20 pages

Simulation of Max-Stable Processes Marco Oesting, Mathieu Ribatet, and Cle´ment Dombry

chapter 11|24 pages

Conditional Simulation of Max-Stable Processes Cle´ment Dombry, Marco Oesting, and Mathieu Ribatet

chapter 12|18 pages

Composite Likelihood for Extreme Values

WithHuiyan Sang

chapter 13|24 pages

Bayesian Inference for Extreme Value Modelling

WithAlec Stephenson

chapter 14|26 pages

Modelling Extremes Using Approximate Bayesian Computation

WithRobert Erhardt, Scott A. Sisson

chapter 15|18 pages

Estimation of Extreme Conditional Quantiles

WithHuixia Judy Wang, Deyuan Li

chapter 16|28 pages

Extreme Dependence Models

WithBoris Beranger, Simone Padoan

chapter 17|24 pages

Nonparametric Estimation of Extremal Dependence Anna Kiriliouk, Johan Segers, and Michał Warchoł

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 19|20 pages

Extreme Risks of Financial Investments

WithYe Liu, Jonathan A. Tawn

chapter 20|20 pages

Interplay of Insurance and Financial Risks with Bivariate Regular Variation

WithQihe Tang, Zhongyi Yuan

chapter 21|22 pages

Weather and Climate Disasters

WithRichard W. Katz

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

chapter 25|12 pages

Computing Software

WithEric Gilleland
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