東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Linked to FindBook

Google Book

Amazon

博客來

Applied extreme value statistics = with a special focus on the ACER method /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Applied extreme value statistics/ by Arvid Naess.
Reminder of title:	with a special focus on the ACER method /
Author:	Næess, Arvid.
Published:	Cham :Springer Nature Switzerland : : 2024.,
Description:	xiv, 268 p. :ill. (some col.), digital ;24 cm.
[NT 15003449]:	- Challenges of Applied Extreme Value Statistics -- Classical Extreme Value Theory -- The Peaks-Over-Threshold Method -- A Point Process Approach to Extreme Value Statistics -- The ACER Method -- Some Practical Aspects of Extreme Value Analyses -- Estimation of Extreme Values for Financial Risk Assessment -- The Upcrossing Rate via the Characteristic Function -- Monte Carlo Methods and Extreme Value Estimation -- Bivariate Extreme Value Distributions -- Space-Time Extremes of Random Fields -- A Case Study - Extreme Water Levels.
Contained By:	Springer Nature eBook
Subject:	Mathematical statistics. -
Online resource:	https://doi.org/10.1007/978-3-031-60769-1
ISBN:	9783031607691

Applied extreme value statistics = with a special focus on the ACER method /
Næess, Arvid.

Applied extreme value statisticswith a special focus on the ACER method /[electronic resource] :by Arvid Naess. - Cham :Springer Nature Switzerland :2024. - xiv, 268 p. :ill. (some col.), digital ;24 cm.

- Challenges of Applied Extreme Value Statistics -- Classical Extreme Value Theory -- The Peaks-Over-Threshold Method -- A Point Process Approach to Extreme Value Statistics -- The ACER Method -- Some Practical Aspects of Extreme Value Analyses -- Estimation of Extreme Values for Financial Risk Assessment -- The Upcrossing Rate via the Characteristic Function -- Monte Carlo Methods and Extreme Value Estimation -- Bivariate Extreme Value Distributions -- Space-Time Extremes of Random Fields -- A Case Study - Extreme Water Levels.

This book does not focus solely on asymptotic extreme value distributions. In addition to the traditional asymptotic methods, it introduces a data-driven, computer-based method, which provides insights into the exact extreme value distribution inherent in the data, and which avoids asymptotics. It therefore differs from currently available texts on extreme value statistics in one very important aspect. The method described provides a unique tool for diagnostics, and for efficient and accurate extreme value prediction based on measured or simulated data. It also has straightforward extensions to multivariate extreme value distributions. The first half provides an introduction to extreme value statistics with an emphasis on applications. It includes chapters on classical asymptotic theories and threshold exceedance models, with many illustrative examples. The mathematical level is elementary and, to increase readability, detailed mathematical proofs have been avoided in favour of heuristic arguments. The second half presents in some detail specialized topics that illustrate the power and the limitations of the concepts discussed. With diverse applications to science, engineering and finance, the techniques described in this book will be useful to readers from many different backgrounds.

ISBN: 9783031607691

Standard No.: 10.1007/978-3-031-60769-1doiSubjects--Topical Terms:

516858
Mathematical statistics.

LC Class. No.: QA276

Dewey Class. No.: 519.5

Applied extreme value statistics = with a special focus on the ACER method /
LDR:02836nmm a2200325 a 4500 001 2372555
003 DE-He213
005 20240613131455.0
006 m d
007 cr nn 008maaau
008 241127s2024 sz s 0 eng d
020 $a 9783031607691 $q (electronic bk.)
020 $a 9783031607684 $q (paper)
024 7 $a 10.1007/978-3-031-60769-1 $2 doi
035 $a 978-3-031-60769-1
040 $a GP $c GP
041 0 $a eng
050 4 $a QA276
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
082 0 4 $a 519.5 $2 23
090 $a QA276 $b .N144 2024
100 1 $a Næess, Arvid. $3 3719422
245 1 0 $a Applied extreme value statistics $h [electronic resource] : $b with a special focus on the ACER method / $c by Arvid Naess.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Springer, $c 2024.
300 $a xiv, 268 p. : $b ill. (some col.), digital ; $c 24 cm.
505 0 $a - Challenges of Applied Extreme Value Statistics -- Classical Extreme Value Theory -- The Peaks-Over-Threshold Method -- A Point Process Approach to Extreme Value Statistics -- The ACER Method -- Some Practical Aspects of Extreme Value Analyses -- Estimation of Extreme Values for Financial Risk Assessment -- The Upcrossing Rate via the Characteristic Function -- Monte Carlo Methods and Extreme Value Estimation -- Bivariate Extreme Value Distributions -- Space-Time Extremes of Random Fields -- A Case Study - Extreme Water Levels.
520 $a This book does not focus solely on asymptotic extreme value distributions. In addition to the traditional asymptotic methods, it introduces a data-driven, computer-based method, which provides insights into the exact extreme value distribution inherent in the data, and which avoids asymptotics. It therefore differs from currently available texts on extreme value statistics in one very important aspect. The method described provides a unique tool for diagnostics, and for efficient and accurate extreme value prediction based on measured or simulated data. It also has straightforward extensions to multivariate extreme value distributions. The first half provides an introduction to extreme value statistics with an emphasis on applications. It includes chapters on classical asymptotic theories and threshold exceedance models, with many illustrative examples. The mathematical level is elementary and, to increase readability, detailed mathematical proofs have been avoided in favour of heuristic arguments. The second half presents in some detail specialized topics that illustrate the power and the limitations of the concepts discussed. With diverse applications to science, engineering and finance, the techniques described in this book will be useful to readers from many different backgrounds.
650 0 $a Mathematical statistics. $3 516858
650 0 $a Extreme value theory. $3 646412
650 1 4 $a Statistical Theory and Methods. $3 891074
650 2 4 $a Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences. $3 3591853
650 2 4 $a Stochastic Processes. $3 906873
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-031-60769-1
950 $a Mathematics and Statistics (SpringerNature-11649)