Handbook of Statistics of Extremes (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Statistics of extremes is a prominent field of research concerned with modeling the risk of occurrence of extreme events, that is, low-probability-high-impact events such as a stock market crash, hurricanes, heatwaves, and widespread flooding. The Handbook of Statistics of Extremes covers statistical models for univariate, multivariate, and spatio-temporal extreme values.Written by leading experts from around the world, it serves as a key reference for statisticians and data scientists, as well as for professionals working in risk modeling-such as geophysical and climate scientists, financial analysts, and health clinicians and neuroscientists-and as a valuable resource for practitioners and graduate students who wish to deepen their understanding of the statistical modeling of extreme events. Key Features:· Presents frequentist and Bayesian methods, as well as AI-based techniques for extreme value analysis. · Details how to model the frequency, magnitude, and spatio-temporal dependenc