Extreme value modeling and risk analysis : (Record no. 71026)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03520cam a2200349Ii 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9780429161193 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180331t20162016fluad ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780429161193 |
| -- | (e-book : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| -- | (hardback) |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 519.24 |
| -- | E969 |
| 245 00 - TITLE STATEMENT | |
| Title | Extreme value modeling and risk analysis : |
| Sub Title | methods and applications / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 1 online resource |
| 500 ## - GENERAL NOTE | |
| Remark 1 | A Chapman and Hall book. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | 1. 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, Cle´ment Dombry, and Marco Oesting -- 10. Simulation of max-stable processes / Marco Oesting, Mathieu Ribatet, and Cle´ment Dombry -- 11. Conditional simulation of max-stable processes / Cle´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 Michael Warchoel -- 18. An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures / Axel Bu¨cher 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. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Dey, Dipak, |
| 700 1# - AUTHOR 2 | |
| Author 2 | Yan, Jun, |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://www.taylorfrancis.com/books/9781498701310 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Boca Raton : |
| -- | CRC Press, |
| -- | [2016] |
| 264 #4 - | |
| -- | ©2016 |
| 336 ## - | |
| -- | text |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | rdacarrier |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Extreme value theory. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Mathematical statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Risk assessment. |
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