Extreme value theory and applications : proceedings of the Conference on Extreme Value Theory and Applications, Gaithersburg, Maryland, 1993 / / edited by JaÌnos Galambos, James Lechner, and Emil Simiu |
Autore | Galambos Janos |
Edizione | [1st ed. 1994.] |
Pubbl/distr/stampa | Dordrecht, Netherlands ; ; Boston, Massachusetts : , : Kluwer Academic Publishers, , [1994] |
Descrizione fisica | 1 online resource (XIV, 520 p.) |
Disciplina | 519.24 |
Collana | NIST special publication |
Soggetto topico | Extreme value theory |
ISBN | 1-4613-3638-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Inaugural Address -- Extreme Value Theory for Applications -- I: Engineering Applications -- Extremes in engineering applications -- The Poisson-Weibull flaw model for brittle fiber strength -- Extreme value distributions for linear and non-linear systems and applications to marine structures -- Extreme value theory for fibre bundles -- II: Univariate Statistical Inference -- Extreme value statistics -- Bayes quantile estimation and threshold selection for the Generalized Pareto family -- Novel extreme value estimation procedures: Application to extreme wind data -- On testing the exponential and Gumbel distribution -- III: Computer Programs, Computations -- XTREMES: Extreme value analysis and robustness -- Simulations for the extreme statistics -- Analytical and empirical study of the tails of probability distributions -- IV: Multivariate Theory and Applications -- Concomitants of extreme order statistics -- Multivariate threshold methods -- Applications of multivariate extremes -- Some aspects of spatial extremes -- V: Nonclassical Models -- Extremes: Limit results for univariate and multivariate nonstationary sequences -- Extreme value limit theory with nonlinear normalization -- VI: Point Processes and Extremes -- Extreme values and choice theory -- Functional laws for small numbers -- Record statistics from point process models -- VII: Continuous Time -- Extremes and exceedance measures for continuous parameter stationary processes -- A new class of random fields and their extreme values -- VIII: Special Topics for the Classical Model -- Penultimate behaviour of the extremes -- Weak convergence of the Hill estimator process -- On the limiting distribution of fractional parts of extreme order statistics -- IX: Probabilistic Number Theory -- On the largest prime divisors of an integer -- X: Astronomy -- Probing the nature of the brightest galaxies using extreme value theory -- XI: Business -- Safety first portfolio selection, extreme value theory and long run asset risks -- Extremes in non-life insurance. |
Record Nr. | UNINA-9910714174803321 |
Galambos Janos | ||
Dordrecht, Netherlands ; ; Boston, Massachusetts : , : Kluwer Academic Publishers, , [1994] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Extreme value theory with applications to natural hazards : from statistical theory to industrial practice / / Nicolas Bousquet, Pietro Bernardara, editors |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (491 pages) |
Disciplina | 519.24 |
Soggetto topico |
Valors extrems, Teoria de
Extreme value theory Estadística Matemàtica Previsió del temps |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-74942-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | den |
Record Nr. | UNINA-9910502669403321 |
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Extreme value theory with applications to natural hazards : from statistical theory to industrial practice / / Nicolas Bousquet, Pietro Bernardara, editors |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (491 pages) |
Disciplina | 519.24 |
Soggetto topico |
Valors extrems, Teoria de
Extreme value theory Estadística Matemàtica Previsió del temps |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-74942-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | den |
Record Nr. | UNISA-996466395203316 |
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Financial Mathematics, Derivatives and Structured Products [[electronic resource] /] / by Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li |
Autore | Chan Raymond H |
Edizione | [1st ed. 2019.] |
Pubbl/distr/stampa | Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 |
Descrizione fisica | 1 online resource (397 pages) |
Disciplina | 519.24 |
Soggetto topico |
Mathematical models
Probabilities Financial engineering Statistics Mathematical Modeling and Industrial Mathematics Probability Theory and Stochastic Processes Financial Engineering Statistics for Business, Management, Economics, Finance, Insurance |
ISBN | 981-13-3696-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction to Financial Markets -- Interest Rate Instruments -- Equities and Equity Indices -- Foreign Exchange Instruments -- Commodities -- Credit Derivatives -- Investment Funds -- Options -- Elements of Probability -- Stochastic Calculus Part I -- Black–Scholes–Merton Model for Option Pricing -- Stochastic Calculus Part II -- Risk-Neutral Pricing Framework -- Numerical Methods for Option Pricing -- American Options -- Exotic Options Pricing and Hedging -- Num´eraires and the Pricing of Vanilla Interest Rate Options -- Foreign Exchange Modelling -- Local, Stochastic Volatility Models, Static Hedging and Variance Swap -- Jump-diffusion Models -- Interest Rate Term Structure Modelling -- Credit Modelling -- Commodity Modelling -- Structured Products -- Popular Structured Products -- Dynamic Asset Allocation -- Systematic Strategy. |
Record Nr. | UNINA-9910350242203321 |
Chan Raymond H | ||
Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Fitting statistical distributions : the generalized lambda distribution and generalized bootstrap methods / Zaven A. Karian and Edward J. Dudewicz |
Autore | KARIAN, Zaven A. |
Pubbl/distr/stampa | Boca Raton [etc.] : CRC press, c2000 |
Descrizione fisica | XVII, 438 p. ; 24 cm. |
Disciplina | 519.24(Funzione di distribuzione di variabile casuale) |
Altri autori (Persone) | DUDEWICZ, Edward J. |
Soggetto topico | Distribuzione - Teoria |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-990005509690203316 |
KARIAN, Zaven A. | ||
Boca Raton [etc.] : CRC press, c2000 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Fitting statistical distributions : the Generalized Lambda Distribution and Generalized Bootstrap methods / Zaven A. Karian and Edward J. Dudewicz |
Autore | Karian, Zaven A. |
Pubbl/distr/stampa | Boca Raton : CRC, c2000 |
Descrizione fisica | xvii, 438 p. : ill. ; 24 cm |
Disciplina | 519.24 |
Altri autori (Persone) | Dudewicz, Edward J. |
Soggetto topico | Distribution (Probability theory) |
ISBN | 1584880694 (acid-free paper) |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991004061479707536 |
Karian, Zaven A. | ||
Boca Raton : CRC, c2000 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Foundations of quantization for probability distributions / Siegfried Graf, Harald Luschgy |
Autore | Graf, Siegfried |
Pubbl/distr/stampa | Berlin [etc.] : Springer, c2000 |
Descrizione fisica | X, 230 p. ; 24 cm. |
Disciplina | 519.24 |
Altri autori (Persone) | Luschgy, Harald |
Collana | Lecture notes in mathematics |
Soggetto topico |
Frattali
Distribuzione - Modelli matematici |
ISBN | 3-540-67394-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNIBAS-000012484 |
Graf, Siegfried | ||
Berlin [etc.] : Springer, c2000 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. della Basilicata | ||
|
Foundations of Quantization for Probability Distributions [[electronic resource] /] / by Siegfried Graf, Harald Luschgy |
Autore | Graf Siegfried |
Edizione | [1st ed. 2000.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 |
Descrizione fisica | 1 online resource (X, 230 p.) |
Disciplina | 519.24 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Statistics Pattern recognition Operations research Decision making Electrical engineering Probability Theory and Stochastic Processes Statistical Theory and Methods Pattern Recognition Operations Research/Decision Theory Communications Engineering, Networks |
ISBN | 3-540-45577-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | I. General properties of the quantization for probability distributions: Voronoi partitions. Centers and moments of probability distributions. The quantization problem. Basic properties of optimal quantizers. Uniqueness and optimality in one dimension -- II. Asymptotic quantization for nonsingular probability distributions: Asymptotics for the quantization error. Asymptotically optimal quantizers. Regular quantizers and quantization coefficients. Random quantizers and quantization coefficients. Asymptotics for the covering radius -- III. Asymptotic quantization for singular probability distributions: The quantization dimension. Regular sets and measures of dimension D. Rectifiable curves. Self-similar sets and measures. |
Record Nr. | UNINA-9910146314003321 |
Graf Siegfried | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Foundations of Quantization for Probability Distributions [[electronic resource] /] / by Siegfried Graf, Harald Luschgy |
Autore | Graf Siegfried |
Edizione | [1st ed. 2000.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 |
Descrizione fisica | 1 online resource (X, 230 p.) |
Disciplina | 519.24 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Statistics Pattern recognition Operations research Decision making Electrical engineering Probability Theory and Stochastic Processes Statistical Theory and Methods Pattern Recognition Operations Research/Decision Theory Communications Engineering, Networks |
ISBN | 3-540-45577-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | I. General properties of the quantization for probability distributions: Voronoi partitions. Centers and moments of probability distributions. The quantization problem. Basic properties of optimal quantizers. Uniqueness and optimality in one dimension -- II. Asymptotic quantization for nonsingular probability distributions: Asymptotics for the quantization error. Asymptotically optimal quantizers. Regular quantizers and quantization coefficients. Random quantizers and quantization coefficients. Asymptotics for the covering radius -- III. Asymptotic quantization for singular probability distributions: The quantization dimension. Regular sets and measures of dimension D. Rectifiable curves. Self-similar sets and measures. |
Record Nr. | UNISA-996466508503316 |
Graf Siegfried | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Foundations of quatization for probability distributions / Siegfried Graf,Harald Luschgy |
Autore | Graf, Siegfried |
Pubbl/distr/stampa | Berlin [etc.] : Springer-Verlag, copyr. 2000 |
Descrizione fisica | X, 230 p. : ill. ; 25 cm |
Disciplina | 519.24 |
Altri autori (Persone) | Luschgy, Harald |
Collana | Lecture notes in mathematics |
Soggetto non controllato |
Distribuzione Teorie delle code Frattali |
ISBN | 3-540-67394-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-990001012830203316 |
Graf, Siegfried | ||
Berlin [etc.] : Springer-Verlag, copyr. 2000 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|