LEADER 03825nam 22005895 450 001 9910865291103321 005 20251215131104.0 010 $a9783031607691$b(electronic bk.) 010 $z9783031607684 024 7 $a10.1007/978-3-031-60769-1 035 $a(MiAaPQ)EBC31477235 035 $a(Au-PeEL)EBL31477235 035 $a(CKB)32290994500041 035 $a(DE-He213)978-3-031-60769-1 035 $a(OCoLC)1442322355 035 $a(EXLCZ)9932290994500041 100 $a20240613d2024 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aApplied Extreme Value Statistics $eWith a Special Focus on the ACER Method /$fby Arvid Naess 205 $a1st ed. 2024. 210 1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2024. 215 $a1 online resource (277 pages) 311 08$aPrint version: Naess, Arvid Applied Extreme Value Statistics Cham : Springer International Publishing AG,c2024 9783031607684 327 $a- 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. 330 $aThis 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. 606 $aStatistics 606 $aStatistics 606 $aStochastic processes 606 $aProcessos estocāstics$2thub 606 $aStatistical Theory and Methods 606 $aStatistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences 606 $aStochastic Processes 608 $aLlibres electrōnics$2thub 615 0$aStatistics. 615 0$aStatistics. 615 0$aStochastic processes. 615 7$aProcessos estocāstics 615 14$aStatistical Theory and Methods. 615 24$aStatistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences. 615 24$aStochastic Processes. 676 $a519.5 700 $aNæss$b Arvid$01716716 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910865291103321 996 $aApplied Extreme Value Statistics$94479726 997 $aUNINA