Product Information
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.Product Identifiers
PublisherJohn Wiley & Sons Inc
ISBN-139780471976479
eBay Product ID (ePID)96563756
Product Key Features
Number of Pages514 Pages
Publication NameStatistics of Extremes: Theory and Applications
LanguageEnglish
SubjectMathematics
Publication Year2004
TypeTextbook
AuthorJozef L. Teugels, Jan Beirlant, Yuri Goegebeur, Chris Ferro, Johan Segers, Daniel De Waal
FormatHardcover
Dimensions
Item Height239 mm
Item Weight860 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorJohan Segers, Daniel De Waal, Jan Beirlant, Jozef L. Teugels, Chris Ferro, Yuri Goegebeur
Series TitleWiley Series in Probability and Statistics