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Statistics of Extremes: Theory and Applications
Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef Teugels, Daniel De Waal, Chris FerroHow much do you like this book?
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Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Categories:
Year:
2004
Edition:
1
Publisher:
Wiley
Language:
english
Pages:
504
ISBN 10:
0471976474
ISBN 13:
9780471976479
Series:
Wiley Series in Probability and Statistics
File:
PDF, 8.50 MB
Your tags:
IPFS:
CID , CID Blake2b
english, 2004
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