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Statistics of Extremes

Statistics of Extremes

Theory and Applications

Jan Beirlant, Yuri Goegebeur, Johan Segers, Johan Segers, Jozef L. Teugels, Yuri Goegebeur

Wiley
Collection: Wiley Series in Probability and Statistics
Publication date : 2006-03-17

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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.

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About the book

Author

Jan Beirlant , Yuri Goegebeur , Johan Segers , Johan Segers , Jozef L. Teugels , Yuri Goegebeur

Imprint

Wiley

Collection

Wiley Series in Probability and Statistics

Publication date

2006-03-17

Pages

512 pages

Print ISBN

9780471976479

Language

English

Ebook informations

EAN PDF

9780470012376

Price

£112.83

Copy count 0

Print count 512

File size 9411 Ko

Informations accessibility

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About author(s)

Jan Beirlant

Yuri Goegebeur

Johan Segers

Jozef L. Teugels

Yuri Goegebeur

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