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Statistics of Extremes on Hardback by Jan Beirlant
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Statistics of Extremes

Theory and Applications
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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.
Release date NZ
August 27th, 2004
Audience
  • Professional & Vocational
Contributors
  • Contributions by Chris Ferro
  • Contributions by Daniel De Waal
Pages
512
Dimensions
160x239x35
ISBN-13
9780471976479
Product ID
2083778

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