Modeling Energy Demand using Nonparametric and Extreme Value Theory
Language: English
Published by LAP LAMBERT Academic Publishing Feb 2014, 2014
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 39.00
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -Modeling demand and price data using nonparametric methods and extreme value theory provides an up-to-date picture on how extreme events can be modeled. In this book, kernel smoothing based conditional quantile approach, a nonparametric procedure is used to model volatile demand data. Nevertheless, quantile regression procedures work well in non extreme parts of a given data but poorly on extreme levels. This book applies the threshold model of extreme value in order to circumvent the lack of observation problem at the tail of the distribution. Various kernel estimation methods and extreme value theory are discussed and the asymptotic properties of the estimators given. The methods are applied to model extremes in electricity demand and fuel price data. A combination of nonparametric approach and extreme value theory is used as an estimation of value at risk. Value at risk is chosen in this book as it is extensively used in practice.This book will be a valuable reference for research in applied statistics, actuarial science and management science and will serve as a text book for graduate students and others who are interested in modeling of extreme events. 148 pp. Englisch.…
Seller Inventory # 9783848444441
- Title
- Modeling Energy Demand using Nonparametric and Extreme Value Theory
- Author
- Levi Mbugua
- Publisher
- LAP LAMBERT Academic Publishing Feb 2014
- Publication year
- 2014
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3848444445
- ISBN 13
- 9783848444441
- Item weight
- 238 grams
- Dimensions
- 220x150x9 mm
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About the Author
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
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