Extreme Value Theory with Applications to Natural Hazards - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Extreme Value Theory with Applications to Natural Hazards write by Nicolas Bousquet. This book was released on 2021-10-09. Extreme Value Theory with Applications to Natural Hazards available in PDF, EPUB and Kindle. This richly illustrated book describes statistical extreme value theory for the quantification of natural hazards, such as strong winds, floods and rainfall, and discusses an interdisciplinary approach to allow the theoretical methods to be applied. The approach consists of a number of steps: data selection and correction, non-stationary theory (to account for trends due to climate change), and selecting appropriate estimation techniques based on both decision-theoretic features (e.g., Bayesian theory), empirical robustness and a valid treatment of uncertainties. It also examines and critically reviews alternative approaches based on stochastic and dynamic numerical models, as well as recently emerging data analysis issues and presents large-scale, multidisciplinary, state-of-the-art case studies. Intended for all those with a basic knowledge of statistical methods interested in the quantification of natural hazards, the book is also a valuable resource for engineers conducting risk analyses in collaboration with scientists from other fields (such as hydrologists, meteorologists, climatologists).
Extremes in Nature
Extremes in Nature - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Extremes in Nature write by Gianfausto Salvadori. This book was released on 2007-06-01. Extremes in Nature available in PDF, EPUB and Kindle. 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.
Statistics of Extremes
Statistics of Extremes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Statistics of Extremes write by Jan Beirlant. This book was released on 2006-03-17. Statistics of Extremes available in PDF, EPUB and Kindle. Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Statistical Modeling Using Bayesian Latent Gaussian Models
Statistical Modeling Using Bayesian Latent Gaussian Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Statistical Modeling Using Bayesian Latent Gaussian Models write by Birgir Hrafnkelsson. This book was released on 2023-12-10. Statistical Modeling Using Bayesian Latent Gaussian Models available in PDF, EPUB and Kindle. This book focuses on the statistical modeling of geophysical and environmental data using Bayesian latent Gaussian models. The structure of these models is described in a thorough introductory chapter, which explains how to construct prior densities for the model parameters, how to infer the parameters using Bayesian computation, and how to use the models to make predictions. The remaining six chapters focus on the application of Bayesian latent Gaussian models to real examples in glaciology, hydrology, engineering seismology, seismology, meteorology and climatology. These examples include: spatial predictions of surface mass balance; the estimation of Antarctica’s contribution to sea-level rise; the estimation of rating curves for the projection of water level to discharge; ground motion models for strong motion; spatial modeling of earthquake magnitudes; weather forecasting based on numerical model forecasts; and extreme value analysis of precipitation on a high-dimensional grid. The book is aimed at graduate students and experts in statistics, geophysics, environmental sciences, engineering, and related fields.
Extreme and Systemic Risk Analysis
Extreme and Systemic Risk Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Extreme and Systemic Risk Analysis write by Stefan Hochrainer-Stigler. This book was released on 2020-04-06. Extreme and Systemic Risk Analysis available in PDF, EPUB and Kindle. This book is about how extreme and systemic risk can be analyzed in an integrated way. Risk analysis is understood to include measurement, assessment as well as management aspects. Integration is understood as being able to perform risk analysis for extreme and systemic events simultaneously. The presented approach is based on Sklar's theorem, which states that a multivariate distribution can be separated into two parts – one describing the marginal distributions and the other describing the dependency between the distributions using a so-called copula. It is suggested to reinterpret Sklar's theorem from a system or network perspective, treating copulas as a network property and individual, including extreme, risk as elements within the network. In that way, extreme and systemic risk can be analyzed independently as well as jointly across several scales. The book is intended for a large audience, and all techniques presented are guided with examples and applications with a special focus on natural disaster events. Furthermore, an extensive literature and discussion of it are given in each chapter for the interested reader.
