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Medientyp:
E-Book
Titel:
Statistics of extremes
:
theory and applications
Enthält:
Why extreme value theory?
The probabilistic side of extreme value theory
Away from the maximum
Tail estimation under Pareto-type models
Tail estimation for all domains of attraction
Case studies
Regression analysis
Multivariate extreme value theory
Statistics of multivariate extremes
Extremes of stationary time series
Bayesian methodology in extreme value statistics
Anmerkungen:
Includes bibliographical references (pages 461-478) and indexes. - Print version record
Beschreibung:
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