Applied Extreme Value Statistics

Arvid Naess ()
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Arvid Naess: Norwegian University of Science and Technology, Faculty of Information Technology, Mathematics and Electrical Engineering

in Springer Books from Springer

Date: 2024
ISBN: 978-3-031-60769-1
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Chapters in this book:

Ch Chapter 1 Challenges of Applied Extreme Value Statistics

Arvid Naess

Ch Chapter 10 Bivariate Extreme Value Distributions

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Ch Chapter 11 Space–Time Extremes of Random Fields

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Ch Chapter 12 A Case Study—Extreme Water Levels

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Ch Chapter 2 Classical Extreme Value Theory

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Ch Chapter 3 The Peaks-Over-Threshold Method

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Ch Chapter 4 A Point Process Approach to Extreme Value Statistics

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Ch Chapter 5 The ACER Method

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Ch Chapter 6 Some Practical Aspects of Extreme Value Analyses

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Ch Chapter 7 Estimation of Extreme Values for Financial Risk Assessment

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Ch Chapter 8 The Upcrossing Rate via the Characteristic Function

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Ch Chapter 9 Monte Carlo Methods and Extreme Value Estimation

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DOI: 10.1007/978-3-031-60769-1

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