03390nam a22004335i 4500001001800000003000900018005001700027007001500044008004100059020001800100024003500118050001400153072001600167072002300183072001500206100007500221245012200296250001800418264006900436300006600505336002600571337002600597338003600623347002400659505053900683520131001222650001602532650001802548650002602566650003602592650008802628650002602716710003402742773002602776776003602802776003602838776003602874856004602910978-3-031-60769-1DE-He21320251030112311.0cr nn 008mamaa240613s2024    sz |    s    |||| 0|eng d  a97830316076917 a10.1007/978-3-031-60769-12doi 4aQA276-280 7aPBT2bicssc 7aMAT0290002bisacsh 7aPBT2thema1 aNaess, Arvid.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut10aApplied Extreme Value Statisticsh[electronic resource] :bWith a Special Focus on the ACER Method /cby Arvid Naess.  a1st ed. 2024. 1aCham :bSpringer Nature Switzerland :bImprint: Springer,c2024.  aXIV, 268 p. 139 illus., 47 illus. in color.bonline resource.  atextbtxt2rdacontent  acomputerbc2rdamedia  aonline resourcebcr2rdacarrier  atext filebPDF2rda0 a- Challenges of Applied Extreme Value Statistics -- Classical Extreme Value Theory -- The Peaks-Over-Threshold Method -- A Point Process Approach to Extreme Value Statistics -- The ACER Method -- Some Practical Aspects of Extreme Value Analyses -- Estimation of Extreme Values for Financial Risk Assessment -- The Upcrossing Rate via the Characteristic Function -- Monte Carlo Methods and Extreme Value Estimation -- Bivariate Extreme Value Distributions -- Space-Time Extremes of Random Fields -- A Case Study - Extreme Water Levels.  aThis book does not focus solely on asymptotic extreme value distributions. In addition to the traditional asymptotic methods, it introduces a data-driven, computer-based method, which provides insights into the exact extreme value distribution inherent in the data, and which avoids asymptotics. It therefore differs from currently available texts on extreme value statistics in one very important aspect. The method described provides a unique tool for diagnostics, and for efficient and accurate extreme value prediction based on measured or simulated data. It also has straightforward extensions to multivariate extreme value distributions. The first half provides an introduction to extreme value statistics with an emphasis on applications. It includes chapters on classical asymptotic theories and threshold exceedance models, with many illustrative examples. The mathematical level is elementary and, to increase readability, detailed mathematical proofs have been avoided in favour of heuristic arguments. The second half presents in some detail specialized topics that illustrate the power and the limitations of the concepts discussed. With diverse applications to science, engineering and finance, the techniques described in this book will be useful to readers from many different backgrounds. 0aStatistics. 0aStatistics . 0aStochastic processes.14aStatistical Theory and Methods.24aStatistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.24aStochastic Processes.2 aSpringerLink (Online service)0 tSpringer Nature eBook08iPrinted edition:z978303160768408iPrinted edition:z978303160770708iPrinted edition:z978303160771440uhttps://doi.org/10.1007/978-3-031-60769-1