Statistics of Extremes
Jan Beirlant
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Description for Statistics of Extremes
Hardcover. 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. Series: Wiley Series in Probability and Statistics. Num Pages: 522 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 162 x 236 x 36. Weight in Grams: 946.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2004
Publisher
John Wiley and Sons Ltd United States
Number of pages
522
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
512
Place of Publication
New York, United States
ISBN
9780471976479
SKU
V9780471976479
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Jan Beirlant
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 ... Read more
Reviews for Statistics of Extremes
"This excellent book provides an overall survey of the most important achievements in the field of extreme value theory." (Mathematical Reviews, 2005j) "...a useful reference for researchers wishing to learn more about the analysis of extreme data, including as it does a wealth of information about the topic..." (Technometrics, August 2005) "The book is well written and ... Read more