Extreme Value Modeling & Risk Analysis: Mcthods & Applications

Univariate Extreme Value Analysis Dipak Dey, Dooti Roy, and Jun Yan Multivariate Extreme Value Analysis Dipak Dey, Yujing Jiang, and Jun Yan Univariate Extreme Value Mixture Modeling Carl Scarrott Threshold Selection in Extreme Value Analysis Frederico Caeiro and M. Ivette Gomes Threshold Modeling of Nonstationary Extremes Paul J. Northrop, Philip Jonathan, and David Randell Block-Maxima of Vines Matthias Killiches and Claudia Czado Time Series of Extremes Brian J. Reich and Benjamin A. Shaby Max-Autoregressive and Moving Maxima Models for Extremes Zhengjun Zhang, Liang Peng, and Timothy Idowu Spatial Extremes and Max-Stable Processes Mathieu Ribatet, Clement Dombry, and Marco Oesting Simulation of Max-Stable Processes Marco Oesting, Mathieu Ribatet, and Clement Dombry Conditional Simulation of Max-Stable Processes Clement Dombry, Marco Oesting, and Mathieu Ribatet Composite Likelihood for Extreme Values Huiyan Sang Bayesian Inference for Extreme Value Modeling Alec Stephenson Modeling Extremes Using Approximate Bayesian Computation Robert Erhardt and Scott A. Sisson Estimation of Extreme Conditional Quantiles Huixia Judy Wang and Deyuan Li Extreme Dependence Models Boris Beranger and Simone Padoan Nonparametric Estimation of Extremal Dependence Anna Kiriliouk, Johan Segers, and Michal Warchol An Overview of Nonparametric Tests of Extreme-Value Dependence and of Some Related Statistical Procedures Axel Bucher and Ivan Kojadinovic Extreme Risks of Financial Investments Ye Liu and Jonathan A. Tawn Interplay of Insurance and Financial Risks with Bivariate Regular Variation Qihe Tang and Zhongyi Yuan Weather and Climate Disasters Richard W. Katz The Analysis of Safety Data from Clinical Trials Ioannis Papastathopoulos and Harry Southworth Analysis of Bivariate Survival Data Based on Copulas with Log Generalized Extreme Value Marginals Dooti Roy, Vivekananda Roy, and Dipak Dey Change Point Analysis of Top Batting Average Sy Han Chiou, Sangwook Kang, and Jun Yan Computing Software Eric Gilleland

9781498701297

1