Articles liés à Statistical Analysis of Extreme Values: From Insurance,...
Statistical Analysis of Extreme Values: From Insurance, Finance, Hydrology and Other Fields - Couverture souple
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Synopsis
Book by M Wynn Thomas
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I-III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g. the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology" and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g. a chapter about "Environmental Sciences" (co--authored by R. W. Katz), are collected within Parts IV-VI.
Présentation de l'éditeur
This is a self-contained introduction to parametric modeling, exploratory analysis and statistical interference for extreme values, as used in disciplines from hydrology to finance to environmental science. Updated and expanded by 100 pages.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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