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Extreme Value Modeling and Risk Analysis : Methods and Applications (Hardcover)

$119.95
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about this item

Statisticians and specialists from such domains as climatology, hydrology, finance, insurance, and sports review recent research into risk analysis related to extreme events. Their topics include univariate extreme value mixture modeling, the threshold modeling of non-stationary extremes, max-autoagressive and moving maxima models for extremes, Bayesian inference for extreme value modeling, estimating extreme conditional quantiles, an overview of nonparametric tests of extreme-value dependence and of some related statistical procedures, and the analysis of bivariate survival data based on copulas with log-generalized extreme value marginals. Annotation ©2016 Ringgold, Inc., Portland, OR (protoview.com)

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