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Statistical analysis of extreme values : from insurance, finance, hydrology and other fields /

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The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme v...

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Bibliographic Details
Main Author: Reiss, R.-D. (Rolf-Dieter)
Corporate Author: SpringerLink (Online service)
Other Authors: Thomas, M. (Michael), 1967-
Format: eBook
Language:English
Published: Basel ; Boston : Birkhäuser, [1997]
Subjects:
Extreme value theory.
Multivariate analysis.
Valeurs extrêmes, Théorie des.
Analyse multivariée.
Statistische methoden.
Extreme waarden.
Multivariate analyse.
Analysis.
Extremwert.
Extremwertstatistik.
Statistik.
Statistische Analyse.
Stochastische Analysis.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Preface
  • I. Modeling and Data Analysis
  • II. Statistical Interference in Parametric Models
  • III. Elements of Multivariate Statistical Analysis
  • IV. Topics in Hydrology, Insurance and Finance
  • V. Case Studies in Extreme Value Analysis
  • Index
  • Bibliography.