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portada Extremes in Nature: An Approach Using Copulas
Type
Physical Book
Author
Publisher
Language
English
Pages
292
Format
Paperback
Dimensions
23.4x15.6x1.7 cm
Weight
0.44 kg.
ISBN13
9789401782753
Categories

Extremes in Nature: An Approach Using Copulas

Carlo de Michele (Author) · Gianfausto Salvadori (Author) · Nathabandu T. Kottegoda (Author) · Springer · Paperback

Extremes in Nature: An Approach Using Copulas - Salvadori, Gianfausto ; De Michele, Carlo ; Kottegoda, Nathabandu T.

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Synopsis "Extremes in Nature: An Approach Using Copulas"

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.

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