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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.

Détails
Auteur
Jan  Beirlant , Yuri  Goegebeur ,   Johan Segers , Johan  Segers , Jozef L.  Teugels ,   Yuri Goegebeur
Marque
Wiley
Collection
Wiley Series in Probability and Statistics
Parution
2006-03-17
Pages
512 pages
EAN papier
9780471976479
Langue
Anglais
Informations ebook
EAN PDF
9780470012376
Prix
136,04 €
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Nb pages copiables 0
Nb pages imprimables 512
Taille du fichier 9411 Ko
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