Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...

This is a preview. Log in through your library . Abstract This article investigates the preservation of multivariate expected utility comparative statics for "smooth" nonexpected utility ...

This is a preview. Log in through your library . Journal Information The International Economic Review was established in 1960 by two of the most active and acclaimed scholars in the economics ...

The Basel II Accord requires participating banks to quantify operational risk according to a matrix of business lines and event types. Proper modeling of univariate loss distributions and dependence ...

Researchers and students of applied statistics and the social and behavioral sciences will find this book indispensable for understanding both general linear model theory and application. The model is ...

Interests: Latent variable models; distribution theory; multivariate analysis. Martin Knott is the co-author of Latent variable models and factor analysis: a unified approach with David Bartholomew ...