Statistics of Extremes

Statistics of Extremes

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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.... Second Edition HOEL - Introduction to Mathematical Statistics, Fifth Edition HOGG and KLUGMAN - Loss Distributions ... Analysis HUNT and KENNEDY - Financial Derivatives in Theory and Practice, Revised Edition HUSKOVA, BERAN, and ... KLUGMAN, PANJER, and WILLMOT - Solutions Manual to Accompany Loss.

Title:Statistics of Extremes
Author:Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef Teugels
Publisher:John Wiley & Sons - 2006-03-17


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