Extremes in Nature : An Approach Using Copulas

Click to enlarge

Author(s):	De Michele, Carlo Kottegoda, Nathabandu T. Renzo, Rosso Rosso, Renzo
ISBN No.:	9781402044144
Pages:	xiv, 292
Year:	200706
Format:	Trade Cloth (Hard Cover)
Price:	$ 234.59
Dispatch delay:	Dispatched between 7 to 15 days
Status:	Available

Qty: Add to Cart

Synopsis
Table of contents
Full Details

1 UNIVARIATE EXTREME VALUE THEORY1.1 Order Statistics1.1.1 Definitions and properties1.1.2 Distribution of the smallest value1.1.3 Distribution of the largest value1.

1.4 Distributions of order statistics1.2 Extreme value theory1.2.1 '¬SBlocks'¬¥ models1.2.2 '¬SThresholds'¬¥ models1.2.

3 Contagious Extreme Value Distributions1.3 Natural Hazards1.3.1 Earthquakes1.3.2 Volcanic eruptions1.3.3 Tsunamis1.

3.4 Landslides1.3.5 Avalanches1.3.6 Windstorms1.3.7 Extreme sea levels and high waves1.

3.8 Low flows and droughts1.3.9 Wildfires and their Effects 2 MULTIVARIATE EXTREME VALUE THEORY2.1 Laws of Multivariate Extremes2.2 Characterizations of MEV laws 3 BIVARIATE ANALYSIS VIA COPULAS3.1 2-Copulas3.2 Archimedean copulas3.

3 Return periods3.3.1 Univariate vsbivariate frequency analysis3.3.2 The '¬SOR'¬¥ case3.3.3 The '¬SAND'¬¥ case3.3.

4 Conditional return periods3.3.5 Secondary return period3.4 Tail dependence 4 MULTIVARIATE ANALYSIS VIA COPULAS4.1 Multivariate copulas4.2 Archimedean copulas4.3 Conditional mixtures4.3.

1 The 3-dimensional case4.3.2 The 4-dimensional case4.3.3 The general case 5 EXTREME VALUE ANALYSIS VIA COPULAS5.1 Extreme Value copulas5.2 Dependence function5.2.

1 The bivariate case5.2.2 The general case5.3 Tail dependence A SIMULATION OF COPULASA.1 The 2-dimensional caseA.2 The general case B DEPENDENCEB.1 Bivariate concepts of dependenceB.1.

1 Quadrant dependenceB.1.2 Tail monotonicityB.1.3 Stochastic monotonicityB.1.4 Corner set monotonicityB.1.

5 Dependence orderingsB.1.6 Measure of DependenceB.2 Measures of associationB.2.1 Measures of ConcordanceB.2.2 Kendall's KB.

2.3 Spearman's S C 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 FrÂ'echet familyC.13 The Marshall-Olkin familyC.14 The Archimax familyC.

15 Construction methods for copulasC.15.1 Transformation of copulasC.15.2 Composition of copulasC.15.3 Copulas with given diagonal section REFERENCES INDEX.

To be able to view the table of contents for this publication then please subscribe by clicking the button below...

To be able to view the full description for this publication then please subscribe by clicking the button below...