Extreme and Systemic Risk Analysis: A Loss Distribution Approach, Hochrainer-Stigler Stefan
Название: Extreme value modeling and risk analysis ISBN: 1498701299 ISBN-13(EAN): 9781498701297 Издательство: Taylor&Francis Рейтинг: Цена: 19906.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subject.
After reviewing univariate extreme value analysis and multivariate extremes, the book explains univariate extreme value mixture modeling, threshold selection in extreme value analysis, and threshold modeling of non-stationary extremes. It presents new results for block-maxima of vine copulas, develops time series of extremes with applications from climatology, describes max-autoregressive and moving maxima models for extremes, and discusses spatial extremes and max-stable processes. The book then covers simulation and conditional simulation of max-stable processes; inference methodologies, such as composite likelihood, Bayesian inference, and approximate Bayesian computation; and inferences about extreme quantiles and extreme dependence. It also explores novel applications of extreme value modeling, including financial investments, insurance and financial risk management, weather and climate disasters, clinical trials, and sports statistics.
Risk analyses related to extreme events require the combined expertise of statisticians and domain experts in climatology, hydrology, finance, insurance, sports, and other fields. This book connects statistical/mathematical research with critical decision and risk assessment/management applications to stimulate more collaboration between these statisticians and specialists.
Автор: Robert Shumway, David Stoffer Название: Time Series: A Data Analysis Approach Using R ISBN: 0367221098 ISBN-13(EAN): 9780367221096 Издательство: Taylor&Francis Рейтинг: Цена: 11176.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook is designed for an introductory time series course where the prerequisites are an understanding of linear regression and some basic probability skills. All of the numerical examples were done using the R statistical package, and the code is typically listed at the end of an example.
Описание: This textbook will familiarize students in economics and business, as well as practitioners, with the basic principles, techniques, and applications of applied statistics, statistical testing, and multivariate data analysis.
Описание: This book takes the novel approach to cover both the sequence and structure analysis of proteins in one volume and from an algorithmic perspective. Key features of the book include:* Provides a comprehensive introduction to the analysis of protein sequence and structure analysis.
Автор: Corder Название: Nonparametric Statistics - A Step-by-Step Approach 2e ISBN: 1118840313 ISBN-13(EAN): 9781118840313 Издательство: Wiley Рейтинг: Цена: 13139.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: a very useful resource for courses in nonparametric statistics in which the emphasis is on applications rather than on theory. It also deserves a place in libraries of all institutions where introductory statistics courses are taught.
Описание: First, as an extension of the input-output analysis, we present a synthesis of the Leontief interindustry matrix multiplier and the Keynesian income multiplier in disaggregated form, and introduce a new concept which may be called the "Interrela- tional Income Multiplier" as a matrix.
Описание: Econophysics has been used to study a range of economic and financial systems. This book uses the econophysical perspective to focus on the income distributive dynamics of economic systems. It will be of interest to physicists interested in economic problems, economists who deal with inequality issues, statisticians and applied mathematicians.
Описание: This book is about the concept of “Quality of Life”. What is necessary for quality of life, and how can it be measured? The approach is a multicriterial scheme reduction which prevents as much information loss as possible when shifting from the set of partial criteria to their convolution. This book is written for researchers, analysts and graduate and postgraduate students of mathematics and economics.
Автор: Tatarinova Tatiana, Schumitzky Alan Название: Nonlinear Mixture Models: A Bayesian Approach ISBN: 1848167563 ISBN-13(EAN): 9781848167568 Издательство: World Scientific Publishing Рейтинг: Цена: 14256.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Provides an introduction to the important subject of nonlinear mixture models from a Bayesian perspective. This title contains background material, a brief description of Markov chain theory, as well as novel algorithms and their applications.
Автор: Yu Huang; Zili Dai; Weijie Zhang Название: Geo-disaster Modeling and Analysis: An SPH-based Approach ISBN: 3662442108 ISBN-13(EAN): 9783662442104 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Through application of the Smoothed Particle Hydrodynamics (SPH) method, this monograph mainly focuses on large deformations and flow failure simulations of geomaterials and movement behavior, which are always involved in geo-disasters.
Описание: This book, meant for graduate students and researchers, explores the connections between numerical approximation and statistical inference from a game and decision theoretic perspective, and illustrates these interplays by addressing problems related to numerical homogenization, operator adapted wavelets, and fast solvers.
Автор: Jammalamadaka S Rao, Sengupta Debasis Название: Linear Models And Regression With R: An Integrated Approach ISBN: 9811200408 ISBN-13(EAN): 9789811200403 Издательство: World Scientific Publishing Рейтинг: Цена: от 6763.00 р. Наличие на складе: Есть
Описание:
Starting with the basic linear model where the design and covariance matrices are of full rank, this book demonstrates how the same statistical ideas can be used to explore the more general linear model with rank-deficient design and/or covariance matrices. The unified treatment presented here provides a clearer understanding of the general linear model from a statistical perspective, thus avoiding the complex matrix-algebraic arguments that are often used in the rank-deficient case. Elegant geometric arguments are used as needed.
The book has a very broad coverage, from illustrative practical examples in Regression and Analysis of Variance alongside their implementation using R, to providing comprehensive theory of the general linear model with 181 worked-out examples, 227 exercises with solutions, 152 exercises without solutions (so that they may be used as assignments in a course), and 320 up-to-date references.
This completely updated and new edition of Linear Models: An Integrated Approach includes the following features:
Applications with data sets, and their implementation in R,
Comprehensive coverage of regression diagnostics and model building,
Coverage of other special topics such as collinearity, stochastic and inequality constraints, misspecified models, etc.,
Use of simple statistical ideas and interpretations to explain advanced concepts, and simpler proofs of many known results,
Discussion of models covering mixed-effects/variance components, spatial, and time series data with partially unknown dispersion matrix,
Thorough treatment of the singular linear model, including the case of multivariate response,
Insight into updates in the linear model, and their connection with diagnostics, design, variable selection, Kalman filter, etc.,
Extensive discussion of the foundations of linear inference, along with linear alternatives to least squares.
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