Extreme value modeling and risk analysis: methods and applications

Description

Content: Univariate Extreme Value Analysis Dipak Dey, Dooti Roy, and Jun YanMultivariate Extreme Value Analysis Dipak Dey, Yujing Jiang, and Jun YanUnivariate Extreme Value Mixture Modeling Carl ScarrottThreshold Selection in Extreme Value AnalysisFrederico Caeiro and M. Ivette GomesThreshold Modeling of Nonstationary Extremes Paul J. Northrop, Philip Jonathan, and David RandellBlock-Maxima of Vines Matthias Killiches and Claudia CzadoTime Series of Extremes Brian J. Reich and Benjamin A. ShabyMax-Autoregressive and Moving Maxima Models for Extremes Zhengjun Zhang, Liang Peng, and Timothy IdowuSpatial Extremes and Max-Stable Processes Mathieu Ribatet, Clement Dombry, and Marco OestingSimulation of Max-Stable Processes Marco Oesting, Mathieu Ribatet, and Clement DombryConditional Simulation of Max-Stable Processes Clement Dombry, Marco Oesting, and Mathieu RibatetComposite Likelihood for Extreme Values Huiyan SangBayesian Inference for Extreme Value Modeling Alec StephensonModeling Extremes Using Approximate Bayesian Computation Robert Erhardt and Scott A. SissonEstimation of Extreme Conditional Quantiles Huixia Judy Wang and Deyuan LiExtreme Dependence Models Boris Beranger and Simone PadoanNonparametric Estimation of Extremal Dependence Anna Kiriliouk, Johan Segers, and Michal WarcholAn Overview of Nonparametric Tests of Extreme-Value Dependence and of Some Related Statistical Procedures Axel Bucher and Ivan KojadinovicExtreme Risks of Financial Investments Ye Liu and Jonathan A. TawnInterplay of Insurance and Financial Risks with Bivariate Regular Variation Qihe Tang and Zhongyi YuanWeather and Climate Disasters Richard W. KatzThe Analysis of Safety Data from Clinical Trials Ioannis Papastathopoulos and Harry SouthworthAnalysis of Bivariate Survival Data Based on Copulas with Log Generalized Extreme Value Marginals Dooti Roy, Vivekananda Roy, and Dipak DeyChange Point Analysis of Top Batting Average Sy Han Chiou, Sangwook Kang, and Jun YanComputing Software Eric Gilleland