Titlebook: Applied Extreme Value Statistics; With a Special Focus Arvid Naess Book 2024 The Editor(s) (if applicable) and The Author(s), under exclusi

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,Space–Time Extremes of Random Fields,le events as they may, in the worst case, compromise the structural integrity of the platform deck. Hence, considerable attention was being paid to this problem over some time, and now reasonably good predictive tools have become available, as will be demonstrated in this chapter.

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Classical Extreme Value Theory,ed (iid) random variables when the number of variables becomes large. A partial result was obtained by Fréchet (Annales de la Société Polonaise de Mathematique, Cracow 6:193–213, 1927), while Fisher and Tippett (Proc Camb Philosoph Soc 24:180–190, 1928) discovered that there are three types of possi

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The Peaks-Over-Threshold Method,eme values. The typical data that are used in this process are the extreme values observed over specified periods of time, e.g., over 1 year periods. Such a procedure, extracting only extremes over blocks of data, would immediately appear to be wasteful, since potentially very useful data might be d

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A Point Process Approach to Extreme Value Statistics,er, this problem will be approached by exploiting the concept of the mean upcrossing rate. It will be shown that this opens the door to very robust and reasonably accurate approximations to the extreme value distributions of stochastic processes, provided some reasonable conditions are satisfied. In

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The ACER Method,or example, yearly extreme wind speeds at a given location, are distributed according to the so-called generalized (asymptotic) extreme value distribution with unknown parameters to be estimated on the basis of the observed data, cf. Chap. 2 or Coles (An introduction to statistical modeling of extre

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Some Practical Aspects of Extreme Value Analyses, that the epochal extremes, for example, yearly extreme wind speeds at a given location, are distributed according to the generalized (asymptotic) extreme value distribution with unknown parameters to be estimated on the basis of the observed data, cf. Chap. 2, or by assuming that the exceedances ab

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Estimation of Extreme Values for Financial Risk Assessment,was established in 1996 as a common electricity market for Norway and Sweden. Finland followed into the Nord Pool market area in 1998, and western and eastern Denmark joined in 1999 and 2000, respectively. In 2002 Nord Pool spot was established and today runs the spot (1 day ahead) market for electr

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