Extremes in Nature

An Approach Using Copulas
2007
ISBN: 978-94-017-8275-3
Verlag: Springer Netherlands

Buch, Englisch, Band 56, 292 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 476 g

Reihe: Water Science and Technology Library

The study of the statistics of extreme events is an essential first step in the mitigation of natural catastrophies. This book reviews the theoretical and practical aspects of the statistics of extreme events in nature. Topics range from high and low flows, to earthquakes and volcanic eruptions, land slides, avalanches, windstorms, extreme sea levels and high waves, forest fires and other disasters that threaten lives and properties and often cause severe economic losses worldwide. In many applications it is important to consider extreme events in a bivariate or multivariate context. Copulas exactly describe and model the dependence structure between random variables independently of the marginal laws involved. This approach simplifies the analysis of phenomena involved and makes it possible to introduce new parameters for the characterization of the extreme behaviour of a system.

Zielgruppe

Research

Autoren/Hrsg.

Salvadori, Gianfausto

Rosso, Renzo

De Michele, Carlo

Kottegoda, Nathabandu T.

Fachgebiete

• Geowissenschaften Umweltwissenschaften Umwelttechnik
• Technische Wissenschaften Umwelttechnik | Umwelttechnologie Umwelttechnik
• Geowissenschaften Geologie Geophysik
• Geowissenschaften Umweltwissenschaften Naturgewalten & Katastrophen
• Technische Wissenschaften Bauingenieurwesen Bauingenieurwesen

Inhaltsverzeichnis

Univariate Extreme Value theory.- Multivariate Extreme Value theory.- Bivariate Analysis Via Copulas.- Multivariate Analysis Via Copulas.- Extreme Value Analysis Via Copulas.