Handbook of Statistics Extremes

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The Handbook of Statistics of Extremes covers statistical models for univariate, multivariate, and spatio-temporal extreme values. Written by leading experts from around the world, it serves as a key reference for statisticians, data scientists, professionals working in risk modeling and for practitioners and graduate students. Statistics of extremes is a prominent field of research concerned with modeling the risk of occurrence of extreme events, that is, low-probability-high-impact events such as a stock market crash, hurricanes, heatwaves, and widespread flooding. The Handbook of Statistics of Extremes covers statistical models for univariate, multivariate, and spatio-temporal extreme values. Written by leading experts from around the world, it serves as a key reference for statisticians and data scientists, as well as for professionals working in risk modeling—such as geophysical and climate scientists, financial analysts, and health clinicians and neuroscientists—and as a valuable resource for practitioners and graduate students who wish to deepen their understanding of the statistical modeling of extreme events. Key Features: · Presents frequentist and Bayesian methods, as well as AI-based techniques for extreme value analysis. · Details how to model the frequency, magnitude, and spatio-temporal dependence of extreme events, and how to extrapolate into the tails of a distribution beyond observed data. · Provides code, data, and other additional materials available here: .

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Pagina's: 786, Editie: Eerste editie, Hardcover, Chapman and Hall/CRC