A01=Jan Beirlant
A01=Johan Segers
A01=Jozef L. Teugels
A01=Yuri Goegebeur
analysis
application areas
applications
Author_Jan Beirlant
Author_Johan Segers
Author_Jozef L. Teugels
Author_Yuri Goegebeur
Category=PBT
data
decades
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
extreme
extremes theory
financial
major area
models
new
particular
past
probability models
range
relevance
research
statistical
statistics
techniques
theory
values
wide
Product details
- ISBN 9780471976479
- Weight: 964g
- Dimensions: 160 x 239mm
- Publication Date: 27 Aug 2004
- Publisher: John Wiley & Sons Inc
- Publication City/Country: US
- Product Form: Hardback
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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.
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.
