MARC Record from marc_columbia

LEADER: 08024cam a2200721Ii 4500
001 15109230
005 20220627131035.0
006 m o d
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008 160107t20162016flu ob 000 0 eng d
035 $a(OCoLC)ocn933835046
035 $a(NNC)15109230
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019 $a934035804$a988836498
020 $a9781498701310$q(electronic bk.)
020 $a1498701310$q(electronic bk.)
020 $a1498701299
020 $a9781498701297
020 $z9781498701297
035 $a(OCoLC)933835046$z(OCoLC)934035804$z(OCoLC)988836498
037 $a885027$bMIL
050 4 $aQA273.6
072 7 $aMAT$x003000$2bisacsh
072 7 $aMAT$x029000$2bisacsh
082 04 $a519.2$223
049 $aZCUA
245 00 $aExtreme value modeling and risk analysis :$bmethods and applications /$cedited by Dipak K. Dey, Jun Yan.
264 1 $aBoca Raton, FL :$bCRC Press,$c[2016]
264 4 $c©2016
300 $a1 online resource (xx, 515 pages)
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
500 $a"A Chapman & Hall book."
504 $aIncludes bibliographical references.
505 0 $aUnivariate extreme value analysis -- Multivariate extreme value analysis -- Univariate extreme value mixture modeling -- Threshold selection in extreme value analysis -- Threshold modeling of nonstationary extremes -- Block-maxima of vines -- Time series of extremes -- Max-autoregressive and moving maxima models for extremes -- Spatial extremes and max-stable processes -- Simulation of max-stable processes -- Conditional simulation of max-stable processes -- Composite likelihood for extreme values -- Bayesian inference for extreme value modelling -- Modelling extremes using approximate bayesian computation -- Estimation of extreme conditional quantiles -- Extreme dependence models -- Nonparametric estimation of extremal dependence -- An overview of nonparametric tests of extreme-value dependence and of some related statstical procedures -- Extreme risks of financial investments -- Interplay of insurance and financial risks with bivariate regular variation -- Weather and climate disasters -- The analysis of safety data from clinical trials -- Analysis of bivariate survival data based on copulas with log-generalized extreme value marginals -- Change point analysis of top batting average -- Computing software.
588 0 $aPrint version record.
520 8 $aExtreme 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. 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. Risk analyses related to extreme events require the combined expertise of statisticians and domain experts in climatology, hydrology, finance, insurance, sports, and other fields. This book connects statistical/mathematical research with critical decision and risk assessment/management applications to stimulate more collaboration between these statisticians and specialists.
650 0 $aExtreme value theory.
650 0 $aRisk assessment.
650 0 $aRisk assessment$xMathematical models.
650 0 $aMultivariate analysis.
650 6 $aThéorie des valeurs extrêmes.
650 6 $aÉvaluation du risque.
650 6 $aÉvaluation du risque$xModèles mathématiques.
650 6 $aAnalyse multivariée.
650 7 $arisk assessment.$2aat
650 7 $aMATHEMATICS$xApplied.$2bisacsh
650 7 $aMATHEMATICS$xProbability & Statistics$xGeneral.$2bisacsh
650 7 $aExtreme value theory.$2fast$0(OCoLC)fst00919070
650 7 $aMultivariate analysis.$2fast$0(OCoLC)fst01029105
650 7 $aRisk assessment.$2fast$0(OCoLC)fst01098146
650 7 $aRisk assessment$xMathematical models.$2fast$0(OCoLC)fst01098155
655 0 $aElectronic books.
655 4 $aElectronic books.
700 1 $aDey, Dipak,$eeditor.
700 1 $aYan, Jun,$eeditor.
776 08 $iErscheint auch als:$aExtreme value modeling and risk analysis$dBoca Raton : CRC Press, 2016$hxx, 520 Seiten
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio15109230$zTaylor & Francis eBooks
880 4 $6264-00/(Q$c©є℗♭2016
880 0 $6505-00/(N$a1. Univariate extreme value analysis / Dipak Dey, Dooti Roy, and Jun Yan -- 2. Multivariate extreme value analysis / Dipak Dey, Yujing Jiang, and Jun Yan -- 3. Univariate extreme value mixture modeling / Carl Scarrott -- 4. Threshold selection in extreme value analysis / Frederico Caeiro and M. Ivette Gomes -- 5. Threshold modeling of nonstationary extremes / Paul J. Northrop, Philip Jonathan, and David Randell -- 6. Block-maxima of vines / Matthias Killiches and Claudia Czado -- 7. Time series of extremes / Brian J. Reich and Benjamin A. Shaby -- 8. Max-autoregressive and moving maxima models for extremes / Zhengjun Zhang, Liang Peng, and Timothy Idowu -- 9. Spatial extremes and max-stable processes / Mathieu Ribatet, Cl©ё℗♭ment Dombry, and Marco Oesting -- 10. Simulation of max-stable processes / Marco Oesting, Mathieu Ribatet, and Cl©ё℗♭ment Dombry -- 11. Conditional simulation of max-stable processes / Cl©ё℗♭ment Dombry, Marco Oesting, and Mathieu Ribatet -- 12. Composite likelihood for extreme values / Huiyan Sang -- 13. Bayesian inference for extreme value modelling / Alec Stephenson -- 14. Modelling extremes using approximate Bayesian computation / Robert Erhardt and Scott A. Sisson -- 15. Estimation of extreme conditional quantiles / Huixia Judy Wang and Deyuan Li -- 16. Extreme dependence models / Boris Beranger and Simone Padoan -- 17. Nonparametric estimation of extremal dependence / Anna Kiriliouk, Johan Segers, and Micha©і℗є Warcho©і℗є -- 18. An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures / Axel B©ё℗ơcher and Ivan Kojadinovic -- 19. Extreme risks of financial investments / Ye Liu and Jonathan A. Tawn -- 20. Interplay of insurance and financial risks with bivariate regular variation / Qihe Tang and Zhongyi Yuan -- 21. Weather and climate disasters / Richard W. Katz -- 22. The analysis of safety data from clinical trials / Ioannis Papastathopoulos and Harry Southworth -- 23. Analysis of bivariate survival data based on copulas with log-generalized extreme value marginals / Dooti Roy, Vivekananda Roy, and Dipak Dey -- 24. Change point analysis of top batting average / Sy Han Chiou, Sangwook Kang, and Jun Yan -- 25. Computing software / Eric Gilleland.
852 8 $blweb$hEBOOKS