000			03520cam a2200349Ii 4500
001			9780429161193
008			180331t20162016fluad ob 001 0 eng d
020			_a9780429161193 _q(e-book : PDF)
020			_z9781498701297 _q(hardback)
024	7		_a10.1201/b19721 _2doi
035			_a(OCoLC)933835046
040			_aFlBoTFG _cFlBoTFG _erda
050		4	_aQA273.6 _b.E98 2016
082	0	4	_a519.24 _bE969
245	0	0	_aExtreme value modeling and risk analysis : _bmethods and applications / _cedited by Dipak K. Dey, University of Connecticut, Storrs, USA; Jun Yan, University of Connecticut, Storrs, USA.
264		1	_aBoca Raton : _bCRC Press, _c[2016]
264		4	_c©2016
300			_a1 online resource
336			_atext _2rdacontent
337			_acomputer _2rdamedia
338			_aonline resource _2rdacarrier
500			_aA Chapman and Hall book.
505	0		_a1. 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.
650		0	_aExtreme value theory. _915566
650		0	_aMathematical statistics. _99597
650		0	_aRisk assessment. _93397
700	1		_aDey, Dipak, _eeditor. _915567
700	1		_aYan, Jun, _d1948- _eeditor. _915568
776	0	8	_iPrint version: _z9781498701297 _w(DLC) 2016302033
856	4	0	_uhttps://www.taylorfrancis.com/books/9781498701310 _zClick here to view.
942			_cEBK
999			_c71026 _d71026