Statistical Extremes And Applications

Author : J. Tiago de Oliveira
Publisher : Springer Science & Business Media
Page : 690 pages
File Size : 55,7 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9789401730693

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Statistical Extremes and Applications by J. Tiago de Oliveira Pdf

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.

Author : Jan Beirlant,Yuri Goegebeur,Johan Segers,Jozef L. Teugels
Publisher : John Wiley & Sons
Page : 522 pages
File Size : 41,9 Mb
Release : 2006-03-17
Category : Mathematics
ISBN : 9780470012376

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Statistics of Extremes by Jan Beirlant,Yuri Goegebeur,Johan Segers,Jozef L. Teugels Pdf

Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.

Author : Barbel Finkenstadt,Holger Rootzen
Publisher : CRC Press
Page : 422 pages
File Size : 49,6 Mb
Release : 2003-07-28
Category : Mathematics
ISBN : 9780203483350

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Extreme Values in Finance, Telecommunications, and the Environment by Barbel Finkenstadt,Holger Rootzen Pdf

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

Author : Rolf-Dieter Reiss
Publisher : Unknown
Page : 0 pages
File Size : 53,9 Mb
Release : 1997
Category : Electronic
ISBN : OCLC:879921776

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Statistical Analysis of Extreme Values by Rolf-Dieter Reiss Pdf

Author : E. J. Gumbel
Publisher : Courier Corporation
Page : 400 pages
File Size : 42,8 Mb
Release : 2012-04-27
Category : Mathematics
ISBN : 9780486154480

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Statistics of Extremes by E. J. Gumbel Pdf

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.

Author : Stuart Coles
Publisher : Springer Science & Business Media
Page : 219 pages
File Size : 44,9 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 : Nicolas Bousquet,Pietro Bernardara
Publisher : Springer Nature
Page : 491 pages
File Size : 51,5 Mb
Release : 2021-10-09
Category : Mathematics
ISBN : 9783030749422

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Extreme Value Theory with Applications to Natural Hazards by Nicolas Bousquet,Pietro Bernardara Pdf

This richly illustrated book describes statistical extreme value theory for the quantification of natural hazards, such as strong winds, floods and rainfall, and discusses an interdisciplinary approach to allow the theoretical methods to be applied. The approach consists of a number of steps: data selection and correction, non-stationary theory (to account for trends due to climate change), and selecting appropriate estimation techniques based on both decision-theoretic features (e.g., Bayesian theory), empirical robustness and a valid treatment of uncertainties. It also examines and critically reviews alternative approaches based on stochastic and dynamic numerical models, as well as recently emerging data analysis issues and presents large-scale, multidisciplinary, state-of-the-art case studies. Intended for all those with a basic knowledge of statistical methods interested in the quantification of natural hazards, the book is also a valuable resource for engineers conducting risk analyses in collaboration with scientists from other fields (such as hydrologists, meteorologists, climatologists).

Author : J. Tiago de Oliveira
Publisher : Unknown
Page : 692 pages
File Size : 44,5 Mb
Release : 1984
Category : Electronic
ISBN : OCLC:10997847

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Statistical Extremes and Applications by J. Tiago de Oliveira Pdf

Author : Dipak K. Dey,Jun Yan
Publisher : CRC Press
Page : 538 pages
File Size : 51,6 Mb
Release : 2016-01-06
Category : Mathematics
ISBN : 9781498701310

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Extreme Value Modeling and Risk Analysis by Dipak K. Dey,Jun Yan Pdf

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

Author : J. Galambos,James Lechner,Emil Simiu
Publisher : Springer Science & Business Media
Page : 526 pages
File Size : 47,6 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 : Stuart Coles
Publisher : Springer Science & Business Media
Page : 226 pages
File Size : 49,7 Mb
Release : 2001-08-20
Category : Mathematics
ISBN : 9781852334598

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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 : Manfred Mudelsee
Publisher : Cambridge University Press
Page : 213 pages
File Size : 40,9 Mb
Release : 2020
Category : Electronic
ISBN : 9781107033184

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Statistical Analysis of Climate Extremes by Manfred Mudelsee Pdf

The risks posed by climate change and its effect on climate extremes are an increasingly pressing societal problem. This book provides an accessible overview of the statistical analysis methods which can be used to investigate climate extremes and analyse potential risk. The statistical analysis methods are illustrated with case studies on extremes in the three major climate variables: temperature, precipitation, and wind speed. The book also provides datasets and access to appropriate analysis software, allowing the reader to replicate the case study calculations. Providing the necessary tools to analyse climate risk, this book is invaluable for students and researchers working in the climate sciences, as well as risk analysts interested in climate extremes.

Author : Benjamin Yakir
Publisher : John Wiley & Sons
Page : 192 pages
File Size : 46,7 Mb
Release : 2013-08-01
Category : Mathematics
ISBN : 9781118720622

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Extremes in Random Fields by Benjamin Yakir Pdf

Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern science typically involves the analysis of increasingly complex data. The extreme values that emerge in the statistical analysis of complex data are often of particular interest. This book focuses on the analytical approximations of the statistical significance of extreme values. Several relatively complex applications of the technique to problems that emerge in practical situations are presented. All the examples are difficult to analyze using classical methods, and as a result, the author presents a novel technique, designed to be more accessible to the user. Extreme value analysis is widely applied in areas such as operational research, bioinformatics, computer science, finance and many other disciplines. This book will be useful for scientists, engineers and advanced graduate students who need to develop their own statistical tools for the analysis of their data. Whilst this book may not provide the reader with the specific answer it will inspire them to rethink their problem in the context of random fields, apply the method, and produce a solution.

Author : M. R. Leadbetter,G. Lindgren,H. Rootzen
Publisher : Springer Science & Business Media
Page : 344 pages
File Size : 52,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461254492

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Extremes and Related Properties of Random Sequences and Processes by M. R. Leadbetter,G. Lindgren,H. Rootzen Pdf

Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.

Author : Rolf-Dieter Reiss,Michael Thomas
Publisher : Springer Science & Business Media
Page : 516 pages
File Size : 41,8 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.