Statistics of Extremes: Theory and Applications (Wiley Series in Probability and Statistics)

Goegebeur, Yuri, Johan Segers Jan Beirlant u. a.:

ISBN 10: 0471976474 / ISBN 13: 9780471976479

Published by Wiley, 2004

512 Seiten; 9780471976479.3 Gewicht in Gramm: 2. Seller Inventory # 1108687

Synopsis:

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.

About the Author:

Jan Beirlant is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Yuri Goegebeur is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Johan Segers is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Jozef L. Teugels is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Bibliographic Details

Title: Statistics of Extremes: Theory and ...
Publisher: Wiley
Publication Date: 2004
Binding: hardcover
Condition: Gut