Extremes In Nature An Approach Using Copulas 2007 Edition at Meripustak

Extremes In Nature An Approach Using Copulas 2007 Edition

Books from same Author: Gianfausto Salvadori Carlo De Michele

Books from same Publisher: Springer

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  • General Information  
    Author(s)Gianfausto Salvadori Carlo De Michele
    PublisherSpringer
    ISBN9781402044144
    Pages292
    BindingHardback
    LanguageEnglish
    Publish YearJuly 2007

    Description

    Springer Extremes In Nature An Approach Using Copulas 2007 Edition by Gianfausto Salvadori Carlo De Michele

    This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature. Most importantly this is the first text in which Copulas are introduced and used in Geophysics.Several topics are fully original and show how standard models and calculations can be improved by exploiting the opportunities offered by Copulas. In addition new quantities useful for design and risk assessment are introduced. Table of contents : 1 UNIVARIATE EXTREME VALUE THEORY1.1 Order Statistics1.2 Extreme value theory1.3 Hazard return period and risk1.4 Natural Hazards2 MULTIVARIATE EXTREME VALUE THEORY2.1 Multivariate Extreme Value Distributions2.2 Characterizations of the domain of attraction 2.3 Multivariate dependence 2.4 Multivariate return periods 3 BIVARIATE ANALYSIS VIA COPULAS3.1 2-Copulas3.2 Archimedean copulas3.3 Return periods via copulas3.4 Tail dependence 4 MULTIVARIATE ANALYSIS VIA COPULAS4.1 Multivariate copulas4.2 Archimedean copulas4.3 Conditional mixtures5 EXTREME VALUE ANALYSIS VIA COPULAS5.1 Extreme Value copulas5.2 Dependence function5.3 Tail dependence A SIMULATION OF COPULASA.1 The 2-dimensional caseA.2 The general case B DEPENDENCEB.1 Bivariate concepts of dependenceB.2 Measures of associationC FAMILIES OF COPULASC.1 The Frank familyC.2 The Gumbel-Hougaard familyC.3 The Clayton familyC.4 The Ali-Mikhail-Haq (AMH) familyC.5 The Joe familyC.6 The Farlie-Gumbel-Morgenstern (FGM) familyC.7 The Plackett familyC.8 The Raftery familyC.9 The Galambos familyC.10 The Husler-Reiss familyC.11 The Elliptical familyC.12 The Frechet familyC.13 The Marshall-Olkin familyC.14 The Archimax familyC.15 Construction methods for copulasREFERENCES INDEXGLOSSARY