Extreme Value Theory

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Extreme Value Theory

Author : Laurens de Haan
ISBN : 9780387344713
Genre : Mathematics
File Size : 27.91 MB
Format : PDF, ePub, Mobi
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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
Category: Mathematics
Extreme Value Theory
Language: en
Pages: 418
Authors: Laurens de Haan, Ana Ferreira
Categories: Mathematics
Type: BOOK - Published: 2007-12-09 - Publisher: Springer Science & Business Media

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
Extreme Value Theory with Applications to Natural Hazards
Language: en
Pages: 481
Authors: Nicolas Bousquet, Pietro Bernardara
Categories: Mathematics
Type: BOOK - Published: 2021-10-09 - Publisher: Springer Nature

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
An Introduction to Statistical Modeling of Extreme Values
Language: en
Pages: 209
Authors: Stuart Coles
Categories: Mathematics
Type: BOOK - Published: 2013-11-27 - Publisher: Springer Science & Business Media

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 Value Theory and Applications
Language: en
Pages: 520
Authors: J. Galambos, James Lechner, Emil Simiu
Categories: Mathematics
Type: BOOK - Published: 2013-12-01 - Publisher: Springer Science & Business Media

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
Extreme Value Theory
Language: en
Pages: 279
Authors: Jürg Hüsler, Rolf-Dieter Reiss
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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