Saralees Nadarajah's Books

Multivariate T-Distributions and Their Applications

By: Samuel Kotz,Saralees Nadarajah

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Multivariate T-Distributions and Their Applications

By: Samuel Kotz,Saralees Nadarajah

Almost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensive reference. Because these distributions are becoming more prominent in many applications, this book is a must for any serious researcher or consultant working in multivariate analysis and statistical distributions. Much of this material has never before appeared in book form. The first part of the book emphasizes theoretical results of a probabilistic nature. In the second part of the book, these are supplemented by a variety of statistical aspects. Various generalizations and applications are dealt with in the final chapters. The material on estimation and regression models is of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.

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Page Count

296

Publisher

Cambridge University Press

Published Date

ISBN 10

0521826543

ISBN 13

9780521826549

Extreme Value Distributions

Theory and Applications

By: Samuel Kotz,Saralees Nadarajah

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Extreme Value Distributions

Theory and Applications

By: Samuel Kotz,Saralees Nadarajah

This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions ? one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited probabilistic background and to expert in the field.

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Page Count

195

Publisher

World Scientific

Published Date

ISBN 10

1860942245

ISBN 13

9781860942242

Extreme Value Distributions

Theory and Applications

By: Samuel Kotz,Saralees Nadarajah

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Extreme Value Distributions

Theory and Applications

By: Samuel Kotz,Saralees Nadarajah

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Page Count

195

Publisher

World Scientific

Published Date

ISBN 10

1860942245

ISBN 13

9781860942242

Extreme Values and Financial Risk

By: Stephen Chan,Saralees Nadarajah

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Extreme Values and Financial Risk

By: Stephen Chan,Saralees Nadarajah

Since the 2008 financial crisis, modeling of the extreme values of financial risk has become important. Postgraduate programs and PhD research programs in mathematical finance are cropping up in nearly every university. Additionally, many conferences are being held annually on the topic of extreme financial risk. The aim of this Special Issue is to provide a collection of papers from leading experts in the area of extreme financial risk.

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ISBN 10

3038974404

ISBN 13

9783038974406

Book's by Saralees Nadarajah

Multivariate T-Distributions and Their Applications

Multivariate T-Distributions and Their Applications

Extreme Value Distributions

Extreme Value Distributions

Extreme Value Distributions

Extreme Value Distributions

Extreme Values and Financial Risk

Extreme Values and Financial Risk

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