Wiley Series in Probability and Statistics Statistics of Extremes: Theory and Applications
Type
Book
Authors
ISBN 10
0471976474
ISBN 13
9780471976479
Category
Unknown
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Publication Year
2004
Publisher
Pages
514
Series Name
Description
Research in the statistical analysis of extreme values hasflourished over the past decade: new probability models, inferenceand data analysis techniques have been introduced; and newapplication areas have been explored. Statistics of Extremescomprehensively covers a wide range of models and applicationareas, including risk and insurance: a major area of interest andrelevance to extreme value theory. Case studies are introducedproviding a good balance of theory and application of eachmodel discussed, incorporating many illustrated examples and plotsof data. The last part of the book covers some interestingadvanced topics, including time series, regression,multivariate and Bayesian modelling of extremes, the use of whichhas huge potential. - from Amzon
Number of Copies
1
