Extreme Value Modeling and Risk Analysis: Methods and Applications (Hardcover)

Univariate Extreme Value Analysis
Dipak Dey, Dooti Roy, and Jun Yan

Multivariate Extreme Value Analysis
Dipak Dey, Yujing Jiang, and Jun Yan

Univariate Extreme Value Mixture Modeling
Carl Scarrott

Threshold Selection in Extreme Value Analysis
Frederico Caeiro and M. Ivette Gomes

Threshold Modeling of Nonstationary Extremes
Paul J. Northrop, Philip Jonathan, and David Randell

Block-Maxima of Vines
Matthias Killiches and Claudia Czado

Time Series of Extremes
Brian J. Reich and Benjamin A. Shaby

Max-Autoregressive and Moving Maxima Models for Extremes
Zhengjun Zhang, Liang Peng, and Timothy Idowu

Spatial Extremes and Max-Stable Processes
Mathieu Ribatet, Clement Dombry, and Marco Oesting

Simulation of Max-Stable Processes
Marco Oesting, Mathieu Ribatet, and Clement Dombry

Conditional Simulation of Max-Stable Processes
Clement Dombry, Marco Oesting, and Mathieu Ribatet

Composite Likelihood for Extreme Values
Huiyan Sang

Bayesian Inference for Extreme Value Modeling
Alec Stephenson

Modeling Extremes Using Approximate Bayesian Computation
Robert Erhardt and Scott A. Sisson

Estimation of Extreme Conditional Quantiles
Huixia Judy Wang and Deyuan Li

Extreme Dependence Models
Boris Beranger and Simone Padoan

Nonparametric Estimation of Extremal Dependence
Anna Kiriliouk, Johan Segers, and Michał Warchoł

An Overview of Nonparametric Tests of Extreme-Value Dependence and of Some Related Statistical Procedures
Axel Bucher and Ivan Kojadinovic

Extreme Risks of Financial Investments
Ye Liu and Jonathan A. Tawn

Interplay of Insurance and Financial Risks with Bivariate Regular Variation
Qihe Tang and Zhongyi Yuan

Weather and Climate Disasters
Richard W. Katz

The Analysis of Safety Data from Clinical Trials
Ioannis Papastathopoulos and Harry Southworth

Analysis of Bivariate Survival Data Based on Copulas with Log Generalized Extreme Value Marginals
Dooti Roy, Vivekananda Roy, and Dipak Dey

Change Point Analysis of Top Batting Average
Sy Han Chiou, Sangwook Kang, and Jun Yan

Computing Software
Eric Gilleland