UID:
almafu_9959327028602883
Format:
1 online resource (xiii, 490 pages) :
,
illustrations
ISBN:
9780470012376
,
0470012374
,
0470012382
,
9780470012383
,
1280541555
,
9781280541551
,
0471976474
,
9780471976479
Content:
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.
Note:
Why extreme value theory? -- The probabilistic side of extreme value theory -- Away from the maximum -- Tail estimation under Pareto-type models -- Tail estimation for all domains of attraction -- Case studies -- Regression analysis -- Multivariate extreme value theory -- Statistics of multivariate extremes -- Extremes of stationary time series -- Bayesian methodology in extreme value statistics.
Additional Edition:
Print version: Statistics of extremes. Chichester, England : J. Wiley, ©2004 ISBN 9780471976479
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470012382
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470012382
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470012382
