Extreme Value Theory

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Extreme Value Theory
Language: en
Pages: 421
Authors: Laurens de Haan
Categories: Mathematics
Type: BOOK - Published: 2007-12-09 - Publisher: Springer Science & Business Media

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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 fashio
Extreme Value Distributions
Language: en
Pages: 195
Authors: Samuel Kotz
Categories: Mathematics
Type: BOOK - Published: 2000 - Publisher: World Scientific

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This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions OCo one of the most
Extreme Value Methods with Applications to Finance
Language: en
Pages: 402
Authors: Serguei Y. Novak
Categories: Mathematics
Type: BOOK - Published: 2011-12-20 - Publisher: CRC Press

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Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—
An Introduction to Statistical Modeling of Extreme Values
Language: en
Pages: 219
Authors: Stuart Coles
Categories: Mathematics
Type: BOOK - Published: 2013-11-27 - Publisher: Springer Science & Business Media

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Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical infere
Extreme Value Theory with Applications to Natural Hazards
Language: en
Pages: 491
Authors: Nicolas Bousquet
Categories: Mathematics
Type: BOOK - Published: 2021-10-09 - Publisher: Springer Nature

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This richly illustrated book describes statistical extreme value theory for the quantification of natural hazards, such as strong winds, floods and rainfall, an