Extreme value modeling and risk analysis: methods and applications (Record no. 205534)

000 -LEADER
fixed length control field 03309 a2200205 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 170203b2016 enka b xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781498701297
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Item number E9
245 ## - TITLE STATEMENT
Title Extreme value modeling and risk analysis: methods and applications
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc CRC Press
Date of publication, distribution, etc 2016
Place of publication, distribution, etc Boca Raton
300 ## - PHYSICAL DESCRIPTION
Extent xx, 520 p.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Table of Contents:<br/><br/>1 Univariate Extreme Value Analysis<br/>2 Multivariate Extreme Value Analysis<br/>3 Univariate Extreme Value Mixture Modeling<br/>4 Threshold Selection in Extreme Value Analysis<br/>5 Threshold Modeling of Nonstationary Extremes<br/>6 Block-Maxima of Vines<br/>7 Time Series of Extremes<br/>8 Max-Autoregressive and Moving Maxima Models for Extremes<br/>9 Spatial Extremes and Max-Stable Processes<br/>10 Simulation of Max-Stable Processes<br/>11 Conditional Simulation of Max-Stable Processes<br/>12 Composite Likelihood for Extreme Values<br/>13 Bayesian Inference for Extreme Value Modeling<br/>14 Modeling Extremes Using Approximate Bayesian Computation<br/>15 Estimation of Extreme Conditional Quantiles<br/>16 Extreme Dependence Models<br/>17 Nonparametric Estimation of Extremal Dependence<br/>18 An Overview of Nonparametric Tests of Extreme-Value Dependence and of Some Related Statistical Procedures<br/>19 Extreme Risks of Financial Investments<br/>20 Interplay of Insurance and Financial Risks with Bivariate Regular Variation<br/>21 Weather and Climate Disasters<br/>22 The Analysis of Safety Data from Clinical Trials<br/>23 Analysis of Bivariate Survival Data Based on Copulas with Log Generalized Extreme Value Marginals<br/>24 Change Point Analysis of Top Batting Average<br/>25 Computing Software<br/><br/>
520 ## - SUMMARY, ETC.
Summary, etc 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 subject.<br/><br/>After reviewing univariate extreme value analysis and multivariate extremes, the book explains univariate extreme value mixture modeling, threshold selection in extreme value analysis, and threshold modeling of non-stationary extremes. It presents new results for block-maxima of vine copulas, develops time series of extremes with applications from climatology, describes max-autoregressive and moving maxima models for extremes, and discusses spatial extremes and max-stable processes. The book then covers simulation and conditional simulation of max-stable processes; inference methodologies, such as composite likelihood, Bayesian inference, and approximate Bayesian computation; and inferences about extreme quantiles and extreme dependence. It also explores novel applications of extreme value modeling, including financial investments, insurance and financial risk management, weather and climate disasters, clinical trials, and sports statistics.<br/><br/>https://www.crcpress.com/Extreme-Value-Modeling-and-Risk-Analysis-Methods-and-Applications/Dey-Yan/p/book/9781498701297
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Extreme Value Theory
9 (RLIN) 74453
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk Assessment
9 (RLIN) 29567
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical Models
9 (RLIN) 638
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Dey, Dipak K.
Relator term Editor
9 (RLIN) 340136
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Yan, Jun
Relator term Editor
9 (RLIN) 340137
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Item location Full call number Barcode Date last seen Cost, replacement price Koha item type
          Non-fiction Vikram Sarabhai Library Vikram Sarabhai Library General Stacks 27/01/2017 6 5779.36 Slot 1399 (0 Floor, East Wing) 519.2 E9 193768 27/01/2017 7224.20 Books

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