Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields
Language: English
Published by Birkhäuser, 2007
- Softcover
- Used
Condition: Used - Good
£ 73.69
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[ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: third ] [ 1 CD/Disk(s) Included ] Publisher: Birkhäuser Basel Pub Date: 7/6/2007 Binding: Paperback Pages: 528 third edition.
Seller Inventory # 6920268
- Title
- Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields
- Author
- Rolf-Dieter Reiss, Michael Thomas
- Publisher
- Birkhäuser
- Publication year
- 2007
- Condition
- Good
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3764372303
- ISBN 13
- 9783764372309
- Edition
- 3rd Edition
Statistical analysis of extreme data is vital to many disciplines including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to parametric modeling, exploratory analysis and statistical interference for extreme values. For this Third Edition, the entire text has been thoroughly updated and rearranged to meet contemporary requirements, with new sections and chapters address such topics as dependencies, the conditional analysis and the multivariate modeling of extreme data. New chapters include An Overview of Reduced-Bias Estimation; The Spectral Decomposition Methodology; About Tail Independence; and Extreme Value Statistics of Dependent Random Variables.
"Synopsis" may belong to another edition of this title.
From the Back Cover
The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values.
The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I–III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV–VI.
"About the title" may belong to another edition of this title.
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