Statistics of Extremes - E-book

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Statistics Of Extremes - ENG

Theory And Applications

Jan Beirlant; Yuri Goegebeur; Johan Segers; Jozef L. Teugels

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Sinopsis

ISBN:	9780470012376
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Wiley Global Research (STMS)
Tema:	Matemáticas
Subtema:	Probabilidad y estadística general
Año de publicación:	2006-03-17

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 andÂ application of each model discussed, incorporating many illustrated examples and plots of data.Â The last part of the book covers some interesting advanced topics, includingÂ time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential. Â

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