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Statistics of Extremes
Jan Beirlant
Yuri Goegebeur
Johan Segers
Jozef L. Teugels
其他書名
Theory and Applications
出版
John Wiley & Sons
, 2004-10-15
主題
Mathematics / Probability & Statistics / General
Mathematics / General
Mathematics / Probability & Statistics / Stochastic Processes
ISBN
0471976474
9780471976479
URL
http://books.google.com.hk/books?id=GtIYLAlTcKEC&hl=&source=gbs_api
EBook
SAMPLE
註釋
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.