Muutke küpsiste eelistusi

Extremes in Nature: An Approach Using Copulas 2007 ed. [Kõva köide]

  • Formaat: Hardback, 292 pages, kõrgus x laius: 235x155 mm, kaal: 635 g, XIV, 292 p., 1 Hardback
  • Sari: Water Science and Technology Library 56
  • Ilmumisaeg: 01-Jun-2007
  • Kirjastus: Springer-Verlag New York Inc.
  • ISBN-10: 1402044143
  • ISBN-13: 9781402044144
Teised raamatud teemal:
  • Kõva köide
  • Hind: 141,35 €*
  • * hind on lõplik, st. muud allahindlused enam ei rakendu
  • Tavahind: 166,29 €
  • Säästad 15%
  • Raamatu kohalejõudmiseks kirjastusest kulub orienteeruvalt 2-4 nädalat
  • Kogus:
  • Lisa ostukorvi
  • Tasuta tarne
  • Tellimisaeg 2-4 nädalat
  • Lisa soovinimekirja
  • Formaat: Hardback, 292 pages, kõrgus x laius: 235x155 mm, kaal: 635 g, XIV, 292 p., 1 Hardback
  • Sari: Water Science and Technology Library 56
  • Ilmumisaeg: 01-Jun-2007
  • Kirjastus: Springer-Verlag New York Inc.
  • ISBN-10: 1402044143
  • ISBN-13: 9781402044144
Teised raamatud teemal:
The study of the statistics of extreme events is an essential first step in the mitigation of natural catastrophies, that often cause severe economic losses worldwide. 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. Practicioners in all research areas of Geosciences and extreme events (including Finance and Insurance, closely related to natural disasters) will definitely benefit from the new Copula-approach outlined in the book.This volume will be of interest to researchers and practitioners in the fields of civil and environmental engineering, geophysics, geosciences, geography and environmental science. Also scientists and undergraduate up to post graduate level students in water resources and hydrology will find valuable information in this book.

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.

Arvustused

From the reviews:









"This monograph deals with both theoretical and practical aspects of the mathematical theory of extremes. ... The book surely will be interesting and useful to researchers and practitioners in the areas of geophysics and environmental sciences and engineering. It can be also useful to any one interested in having a rigorous summary of the main results and modern developments of the theory of extreme events in the context of physical applications." (Jaume Masoliver, Journal of Statistical Physics, Vol. 134, 2009)

Preface ix
1. Univariate Extreme Value theory 1
1.1. Order Statistics
1
1.1.1. Distribution of the smallest value
2
1.1.2. Distribution of the largest value
4
1.1.3. General distributions of order statistics
5
1.1.4. Plotting positions
9
1.2. Extreme Value theory
11
1.2.1. "Block" model
12
1.2.2. "Threshold" model
31
1.2.3. Scaling of extremes
39
1.2.4. Contagious Extreme Value distributions
50
1.3. Hazard, return period, and risk
53
1.4. Natural Hazards
58
1.4.1. Earthquakes
58
1.4.2. Volcanic eruptions
66
1.4.3. Tsunamis
68
1.4.4. Landslides
72
1.4.5. Avalanches
77
1.4.6. Windstorms
83
1.4.7. Extreme sea levels and high waves
86
1.4.8. Low flows and droughts
89
1.4.9. Floods
94
1.4.10. Wildfires
106
2. Multivariate Extreme Value theory 113
2.1. Multivariate Extreme Value distributions
114
2.2. Characterization of the domain of attraction
120
2.3. Multivariate dependence
123
2.4. Multivariate return periods
126
3. Bivariate Analysis via Copulas 131
3.1. 2-Copulas
131
3.2. Archimedean copulas
142
3.3. Return periods via copulas
148
3.3.1. Univariate vs. bivariate frequency analysis
150
3.3.2. The "OR" case
155
3.3.3. The "AND" case
157
3.3.4. Conditional return periods
159
3.3.5. Secondary return period
161
3.4. Tail dependence
170
4. Multivariate Analysis via copulas 177
4.1. Multivariate copulas
178
4.2. Archimedean copulas
183
4.3. Conditional mixtures
186
4.3.1. The 3-Dimensional case
186
4.3.2. The 4-Dimensional case
189
4.3.3. The general case
190
5. Extreme Value Analysis via Copulas 191
5.1. Extreme Value copulas
191
5.2. Dependence function
201
5.3. Tail dependence
207
Appendix A Simulation of Copulas 209
A.1. The 2-Dimensional case
209
A.2. The general case
212
Appendix B Dependence 219
B.1. Bivariate concepts of dependence
219
B.1.1. Quadrant dependence
219
B.1.2. Tail monotonicity
221
B.1.3. Stochastic monotonicity
223
B.1.4. Corner set monotonicity
224
B.1.5. Dependence orderings
225
B.1.6. Measure of dependence
225
B.2. Measures of association
227
B.2.1. Measures of concordance
227
B.2.2. Kendall's TA
228
B.2.3. Spearman's p,
230
Appendix C Families of Copulas 233
C.1. The Frank family
233
C.2. The Gumbel-Hougaard family
236
C.3. The Clayton family
237
C.4. The Ali-Mikhail-Haq (AMH) family
240
C.5. The Joe family
242
C.6. The Farlie-Gumbel-Morgenstern (FGM) family
244
C.7. The Plackett family
247
C.8. The Raftery family
248
C.9. The Galambos family
250
C.10. The Hiisler-Reiss family
252
C.11. The Elliptical family
254
C.12. The Frechet family
256
C.13. The Marshall-Olkin family
257
C.14. The Archimax family
264
C.15. Construction methods for copulas
264
C.15.1. Transformation of copulas
265
C.15.2. Composition of copulas
266
C.15.3. Copulas with given diagonal section
268
References 271
Index 285
Glossary 291