Statistics of Extremes: Theory and Applications

Statistics of Extremes: Theory and Applications

Author(s): Jan Beirlant, Yuri Goegebeur, Jozef Teugels, Johan Segers

Published Online: 11 AUG 2005

Print ISBN: 9780471976479

Online ISBN: 9780470012383

DOI: 10.1002/0470012382

Series Editor(s): Walter A. Shewhart, Samuel S. Wilks

About this Book

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.

 

Table of contents

    1. You have free access to this content
    2. You have free access to this content
    3. You have free access to this content
    4. You have free access to this content
    5. You have free access to this content

SEARCH