An Introduction to Statistical Modeling of Extreme Values
Language: English
Published by Springer London, 2011
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 223.60
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Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.…
Seller Inventory # 9781849968744
- Title
- An Introduction to Statistical Modeling of Extreme Values
- Author
- Stuart Coles
- Publisher
- Springer London
- Publication year
- 2011
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 1849968748
- ISBN 13
- 9781849968744
- Item weight
- 347 grams
- Dimensions
- 235x155x13 mm
- Series
- Book 58 of 160: Springer Series in Statistics
"Synopsis" may belong to another edition of this title.
Review
From the reviews of the first edition:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
"Coles is to be congratulated on having brought the whole breadth of statistical modeling extremes within one volume of about 200 pages. This is indeed a nontrivial feat...I am convinced that this book will find its rightful place on the extremal-event modeler’s bookshelf. The very readable style, the many examples, and the avoidance of too many technicalities will no doubt please numerous researchers and students who want to apply the theory in their own research environment."
"This book is all about the theory and applications of extreme value models. ... Both statisticians and applied scientists in engineering, finance, traffic analysts, food scientists, earthquake engineers, and environmental scientists will like this book. I enjoyed reading it and recommend it highly." (Ramalingam Shanmugam, Journal of Statistical Computation and Stimulation, Vol. 74 (11), 2004)
"In the given book, Stuart Coles presents his viewpoint of the methodology which is necessary for applying extreme value theory in the univariate and multivariate case. ... The author covers quite a lot of material on just 208 pages. The main ideas of extreme value theory are clearly elaborated. ... For the reviewer it was enjoyable to read this book." (Rolf-Dieter Reiss, Metrika, February, 2003)
"Coles is to be congratulated on having brought the whole breadth of statistical modeling of extremes within one volume of about 200 pages. ... I am convinced that this book will find its rightful place on the extremal-event modeler’s bookshelf. The very readable style, the many examples, and the avoidance of too many technicalities will no doubt please numerous researchers and students who want to apply the theory in their own research environment." (Paul Embrechts, JASA, December, 2002)
"The modeling of extreme values is important to scientists in such fields as hydrology, civil engineering, environmental science, oceanography and finance. Stuart Coles’s book on the modeling of extreme values provides an introductory text on the topic. ... The book is meant for individuals with moderate statistical background. ... Overall, this is a good text for someone getting started in extreme value methods." (Eric P. Smith, Technometrics, Vol. 44 (4), 2002)
"This is a truly enjoyable introduction with a collection of 11 highly motivating data sets and an excellent, clear, discussion of the probabilistic framework and associated inferential techniques with minimal use of notations. ... In summary, this is a highly welcome monograph recommended for the personal collection of anyone who plans to interact with extreme value data." (H. N. Nagaraja, Zentralblatt MATH, Vol. 980, 2002)
"About the title" may belong to another edition of this title.
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