Extreme Values

Author : Stuart Coles
Publisher : Springer Science & Business Media
Page : 219 pages
File Size : 49,8 Mb
Release : 2013-11-27
Category : Mathematics
ISBN : 9781447136750

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An Introduction to Statistical Modeling of Extreme Values by Stuart Coles Pdf

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.

Author : Sidney I. Resnick
Publisher : Springer
Page : 334 pages
File Size : 49,5 Mb
Release : 2013-12-20
Category : Mathematics
ISBN : 9780387759531

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Extreme Values, Regular Variation and Point Processes by Sidney I. Resnick Pdf

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.

Author : Rolf-Dieter Reiss,Michael Thomas
Publisher : Springer Science & Business Media
Page : 516 pages
File Size : 45,6 Mb
Release : 2007-06-21
Category : Business & Economics
ISBN : 9783764372309

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Statistical Analysis of Extreme Values by Rolf-Dieter Reiss,Michael Thomas Pdf

This is a self-contained introduction to parametric modeling, exploratory analysis and statistical interference for extreme values, as used in disciplines from hydrology to finance to environmental science. Updated and expanded by 100 pages.

Author : Rajendra G Gurao
Publisher : Lulu.com
Page : 120 pages
File Size : 40,5 Mb
Release : 2024-06-03
Category : Electronic
ISBN : 9781329702950

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STATISTICS OF EXTREME VALUES by Rajendra G Gurao Pdf

Author : Emil Julius Gumbel
Publisher : Unknown
Page : 64 pages
File Size : 45,6 Mb
Release : 1954
Category : Mathematical statistics
ISBN : UIUC:30112066047892

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Statistical Theory of Extreme Values and Some Practical Applications by Emil Julius Gumbel Pdf

Author : Sidney I. Resnick
Publisher : Springer Science & Business Media
Page : 338 pages
File Size : 53,6 Mb
Release : 2008
Category : Mathematics
ISBN : 0387759522

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Extreme Values, Regular Variation, and Point Processes by Sidney I. Resnick Pdf

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.

Author : João Lita da Silva,Frederico Caeiro,Isabel Natário,Carlos A. Braumann
Publisher : Springer Science & Business Media
Page : 465 pages
File Size : 51,6 Mb
Release : 2013-06-14
Category : Mathematics
ISBN : 9783642349041

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Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications by João Lita da Silva,Frederico Caeiro,Isabel Natário,Carlos A. Braumann Pdf

This volume of the Selected Papers from Portugal is a product of the Seventeenth Congress of the Portuguese Statistical Society, held at the beautiful resort seaside city of Sesimbra, Portugal, from September 30 to October 3, 2009. It covers a broad scope of theoretical, methodological as well as application-oriented articles in domains such as: Linear Models and Regression, Survival Analysis, Extreme Value Theory, Statistics of Diffusions, Markov Processes and other Statistical Applications.

Author : Laurens de Haan,Ana Ferreira
Publisher : Springer Science & Business Media
Page : 421 pages
File Size : 44,9 Mb
Release : 2007-12-09
Category : Mathematics
ISBN : 9780387344713

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Extreme Value Theory by Laurens de Haan,Ana Ferreira Pdf

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

Author : Jürg Hüsler,Rolf-Dieter Reiss
Publisher : Springer Science & Business Media
Page : 290 pages
File Size : 51,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461236344

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Extreme Value Theory by Jürg Hüsler,Rolf-Dieter Reiss Pdf

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.

Author : United States. National Bureau of Standards
Publisher : Unknown
Page : 40 pages
File Size : 51,9 Mb
Release : 1953
Category : Probabilities
ISBN : UOM:39015023921854

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Probability Tables for the Analysis of Extreme-value Data by United States. National Bureau of Standards Pdf

Author : J. Galambos,James Lechner,Emil Simiu
Publisher : Springer Science & Business Media
Page : 526 pages
File Size : 55,6 Mb
Release : 2013-12-01
Category : Mathematics
ISBN : 9781461336389

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Extreme Value Theory and Applications by J. Galambos,James Lechner,Emil Simiu Pdf

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.

Author : Enrique Castillo
Publisher : Elsevier
Page : 389 pages
File Size : 42,5 Mb
Release : 2012-12-02
Category : Mathematics
ISBN : 9780080917252

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Extreme Value Theory in Engineering by Enrique Castillo Pdf

This book is a comprehensive guide to extreme value theory in engineering. Written for the end user with intermediate and advanced statistical knowledge, it covers classical methods as well as recent advances. A collection of 150 examples illustrates the theoretical results and takes the reader from simple applications through complex cases of dependence.

Author : Samuel Kotz,Saralees Nadarajah
Publisher : World Scientific
Page : 195 pages
File Size : 49,7 Mb
Release : 2000-10-09
Category : Mathematics
ISBN : 9781783261734

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Extreme Value Distributions by Samuel Kotz,Saralees Nadarajah Pdf

This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions — 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./a

Author : Walter J. Scheirer
Publisher : Springer Nature
Page : 115 pages
File Size : 49,9 Mb
Release : 2022-06-01
Category : Computers
ISBN : 9783031018176

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Extreme Value Theory-Based Methods for Visual Recognition by Walter J. Scheirer Pdf

A common feature of many approaches to modeling sensory statistics is an emphasis on capturing the "average." From early representations in the brain, to highly abstracted class categories in machine learning for classification tasks, central-tendency models based on the Gaussian distribution are a seemingly natural and obvious choice for modeling sensory data. However, insights from neuroscience, psychology, and computer vision suggest an alternate strategy: preferentially focusing representational resources on the extremes of the distribution of sensory inputs. The notion of treating extrema near a decision boundary as features is not necessarily new, but a comprehensive statistical theory of recognition based on extrema is only now just emerging in the computer vision literature. This book begins by introducing the statistical Extreme Value Theory (EVT) for visual recognition. In contrast to central-tendency modeling, it is hypothesized that distributions near decision boundaries form a more powerful model for recognition tasks by focusing coding resources on data that are arguably the most diagnostic features. EVT has several important properties: strong statistical grounding, better modeling accuracy near decision boundaries than Gaussian modeling, the ability to model asymmetric decision boundaries, and accurate prediction of the probability of an event beyond our experience. The second part of the book uses the theory to describe a new class of machine learning algorithms for decision making that are a measurable advance beyond the state-of-the-art. This includes methods for post-recognition score analysis, information fusion, multi-attribute spaces, and calibration of supervised machine learning algorithms.

Author : Mohammad Ahsanullah
Publisher : Springer
Page : 137 pages
File Size : 49,8 Mb
Release : 2016-09-15
Category : Mathematics
ISBN : 9789462392229

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Extreme Value Distributions by Mohammad Ahsanullah Pdf

The aim of the book is to give a through account of the basic theory of extreme value distributions. The book cover a wide range of materials available to date. The central ideas and results of extreme value distributions are presented. The book rwill be useful o applied statisticians as well statisticians interrested to work in the area of extremen value distributions.vmonograph presents the central ideas and results of extreme value distributions.The monograph gives self-contained of theory and applications of extreme value distributions.