Extreme Value Modeling and Risk AnalysisAuthor :
Hardback
Published : Monday 21 December 2015
Description
This book presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. It brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subject. The book connects statistical/mathematical research with critical decision and risk assessment/management applications. It explores novel applications of extreme value modeling, including financial investments, climate disasters, clinical trials, and sports. Computer code is available on the editors website.
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