00940nam a2200265 i 450099100217982970753620020507161026.0000410s1992 it ||| | ita 8814030898b11620158-39ule_instLE02731846ExLDip.to Studi Giuridiciita346.45LAV-V/APerulli, Adalberto231859Il potere direttivo dell'imprenditore /Adalberto PerulliMilano :A. Giuffrè,1992ix, 363 p. ;24 cm.Seminario giuridico della Università di Bologna ;141.b1162015801-03-1702-07-02991002179829707536LE027 LAV-V/A 512027000267071le027-E0.00-l- 02120.i1183704402-07-02Potere direttivo dell'imprenditore574507UNISALENTOle02701-01-00ma -itait 3103825nam 22005895 450 991086529110332120251215131104.09783031607691(electronic bk.)978303160768410.1007/978-3-031-60769-1(MiAaPQ)EBC31477235(Au-PeEL)EBL31477235(CKB)32290994500041(DE-He213)978-3-031-60769-1(OCoLC)1442322355(EXLCZ)993229099450004120240613d2024 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierApplied Extreme Value Statistics With a Special Focus on the ACER Method /by Arvid Naess1st ed. 2024.Cham :Springer Nature Switzerland :Imprint: Springer,2024.1 online resource (277 pages)Print version: Naess, Arvid Applied Extreme Value Statistics Cham : Springer International Publishing AG,c2024 9783031607684 - 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.StatisticsStatisticsStochastic processesProcessos estocàsticsthubStatistical Theory and MethodsStatistics in Engineering, Physics, Computer Science, Chemistry and Earth SciencesStochastic ProcessesLlibres electrònicsthubStatistics.Statistics.Stochastic processes.Processos estocàsticsStatistical Theory and Methods.Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.Stochastic Processes.519.5Næss Arvid1716716MiAaPQMiAaPQMiAaPQ9910865291103321Applied Extreme Value Statistics4479726UNINA