Extreme Value Modeling and Risk Analysis: Methods and Applications - Image 1

£49.84

CRC Press Extreme Value Modeling and Risk Analysis: Methods and Applications

Name: Extreme Value Modeling and Risk Analysis: Methods and Applications
Brand: CRC Press
Price: 49.84 GBP
Availability: InStock

Econometrics

This is the most expensive it has ever been. Walk away.

£50 today · previous high £50 · all-time low £43

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 630 days • 630 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 630 days • 6 price levels

Days at Price

Current Price

Price Analysis

Most common price: £46 (303 days, 48.1%)

Price range: £44 - £50

Price levels: 6 different prices over 630 days

Description

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. 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.

Product Specifications

Brand: CRC Press
Format: paperback
ASIN: 0367737396
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 18 December 2020
Listed Since: 14 October 2020

Barcode

No barcode data available

CRC Press Extreme Value Modeling and Risk Analysis: Methods and Applications

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Extreme Value Modeling and Risk Analysis: Methods and Applications

Statistics of Extremes: Theory and Applications: 558 (Wiley Series in Probability and Statistics)

Birkhauser Statistical Analysis of Extreme Values - 3rd Edition

Modeling Spatio-Temporal Data: Markov Random Fields, Objective Bayes, and Multiscale Models

Pioneering Works on Extreme Value Theory: In Honor of Masaaki Sibuya (SpringerBriefs in Statistics)

Statistical Extremes and Applications: 131 (Nato Science Series C:, 131)

Statistical Extremes and Applications: 131 (Nato Science Series C:, 131)

Extreme Value Theory: An Introduction (Springer Series in Operations Research and Financial Engineering)

Extreme Value Theory for Time Series: Models with Power-Law Tails (Springer Series in Operations Research and Financial Engineering)

Stochastic Modeling and Mathematical Statistics: A Text for Statisticians and Quantitative Scientists (Chapman & Hall/CRC Texts in Statistical Science)

Extreme Value Methods with Applications to Finance (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Exercises and Solutions in Statistical Theory: 99 (Chapman & Hall/CRC Texts in Statistical Science)

Statistical Theory: A Concise Introduction (Chapman & Hall/CRC Texts in Statistical Science)

Examples and Problems in Mathematical Statistics (Wiley Series in Probability and Statistics)

CRC Press Probability and Statistical Inference Textbook

Statistics for Long-Memory Processes: 61 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Exercises in Statistical Reasoning (Chapman & Hall/CRC Texts in Statistical Science)

Records via Probability Theory: 6 (Atlantis Studies in Probability and Statistics, 6)

An Introduction to Statistical Modeling of Extreme Values (Springer Series in Statistics)

Introduction to Probabilistic and Statistical Methods with Examples in R: 176 (Intelligent Systems Reference Library, 176)

Handbook of Discrete-Valued Time Series: Handbooks of Modern Statistical Methods (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Handbook of Discrete-Valued Time Series: Handbooks of Modern Statistical Methods (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Springer - Selected Works of David Brillinger - Statistics Book

Nonparametric Statistics for Applied Research