Statistics of Extremes: Theory and Applications by Jan Beirlant (English) Hardco

Statistics of Extremes by Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef L. Teugels, Daniel De Waal, Chris Ferro

Estimated delivery 3-12 business days

Format Hardcover

Condition Brand New

Description States that research in the statistical analysis of extreme values has flourished over the years: probability models, inference and data analysis techniques have been introduced; and fresh application areas have been explored.

Publisher Description

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.

Author Biography

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.

Details ISBN 0471976474 ISBN-13 9780471976479 Title Statistics of Extremes Author Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef L. Teugels, Daniel De Waal, Chris Ferro Format Hardcover Year 2004 Pages 512 Edition 1st Publisher John Wiley & Sons Inc GE_Item_ID:1358620; About Us

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