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Statistics of Extremes – Theory and Applications

Autor J Beirlant
en Limba Engleză Hardback – 27 aug 2004
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.
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Specificații

ISBN-13: 9780471976479
ISBN-10: 0471976474
Pagini: 514
Dimensiuni: 152 x 229 x 29 mm
Greutate: 0.93 kg
Ediția:New.
Editura: Wiley
Locul publicării:Chichester, United Kingdom

Public țintă

Researchers and graduate students of applied probability and statistics, particularly those studying extreme values, will benefit greatly from reading this title. It will also be highly relevant to practising statisticians working in financial risk and insurance, pollution and climatology, metallurgy and engineering.

Cuprins


Notă biografică

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.


Descriere

States that research in the statistical analysis of extreme values has flourished over the years: probability models, inference and data analysis techniques have been introduced; and fresh application areas have been explored.