Statistics of extremes : theory and applications /
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 appl...
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| Format: | eBook |
| Language: | English |
| Published: |
Chichester, England :
J. Wiley,
©2004.
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| Series: | Wiley series in probability and statistics.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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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| Physical Description: | 1 online resource (xiii, 490 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 461-478) and indexes. |
| ISBN: | 9780470012376 0470012374 0470012382 9780470012383 1280541555 9781280541551 0471976474 9780471976479 |