Statistics Of Extremes: Theory And Applications - Couverture rigide

Beirlant, Jan; Goegebeur, Yuri; Segers, Johan; Teugels, Jozef L.

Couverture rigide

ISBN 10 : 0471976474 ISBN 13 : 9780471976479

Editeur : John Wiley & Sons Inc, 2004

Synopsis

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.

A propos du livre

À propos de l?auteur

Jan Beirlant is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Yuri Goegebeur is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Johan Segers is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Jozef L. Teugels is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2004
• Langue: anglais
• ISBN 10: 0471976474
• ISBN 13: 9780471976479
• Reliure: Relié
• Nombre de pages: 512
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible