Description

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.

Statistics of Extremes: Theory and Applications

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£106.95

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Hardback by Jan Beirlant , Yuri Goegebeur

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Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 27/08/2004
    ISBN13: 9780471976479, 978-0471976479
    ISBN10: 0471976474

    Number of Pages: 512

    Non Fiction , Mathematics & Science , Education

    Description

    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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