|
Title: |
Topics in Extreme Values |
Search Result:
| Edited by: |
M Ahsanulah, S N U A Kirmani |
| ISBN10-13: |
1600217141 : 9781600217142 |
| Format: |
Hardback |
| Size: |
180x260mm |
| Pages: |
212 |
| Weight: |
.630 Kg. |
| Published: |
Nova Science Publishers, Inc (US) - April 2007 |
| List Price: |
132.99 Pounds Sterling |
| Availability: |
Temporarily Out of Stock, more expected soon
|
| Subjects: |
Probability & statistics |
| Extreme value theory is a branch of statistics dealing with the extreme deviations from the median of probability distributions. The general theory sets out to assess the type of probability distributions generated by processes. Extreme value theory is important for assessing risk for unusual events. Applications of extreme value theory include predicting the probability distribution of: Extreme floods; The amounts of large insurance losses; Equity risks; Day to day market risk ; The size of freak waves; Mutational events during evolution. This new book presents the latest research breakthroughs in this dynamic field. |
| Table of Contents: |
| Preface; Extreme Value Distributions; Extreme Value Analysis: Model Building and Parameter Estimation; Characterisation of Discrete Distributions Based on Record Values; Extreme Value Theory and Climate Modelling; A Goodness-of-Fit Test for the Distribution Tail; Extreme Value Analysis and Incomplete Data; A Unit Root Test Based on Functions of Order Statistics; On the Multivariate Extremes and Asymptotic Dependence of Elliptical Random Vectors; Non-Parametric Inference for Bivariate Extreme-Value Copulas; Index. |
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