Statistics of Extremes: Theory and Applications - Couverture rigide

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

 
9780471976479: Statistics of Extremes: Theory and Applications
Couverture rigide
ISBN 10 : 0471976474 ISBN 13 : 9780471976479
Editeur : Wiley, 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Wiley
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