Statistics of Extremes by Jan Beirlant
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Statistics of Extremes
By Jan Beirlant

Statistics of Extremes

Theory and Applications

By (author) See other recent books by Jan Beirlant See other recent books by Jozef Teugels See other recent books by Yuri Goegebeur
Format: Hardback

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Statistics of Extremes by Jan Beirlant

Book 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.

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Book Details

ISBN: 9780471976479
ISBN-10: 0471976474
Format: Hardback
(233mm x 161mm x 42mm)
Pages: 522
Imprint: John Wiley & Sons Inc
Publisher: John Wiley and Sons Ltd
Publish Date: 27-Aug-2004
Country of Publication: United States


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