Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields (3rd ed. 2007)
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- Synopsis
- 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.
- Copyright:
- 2007
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783764373993
- Related ISBNs:
- 9783764372309
- Publisher:
- Birkhäuser Basel
- Date of Addition:
- 07/13/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Computers and Internet, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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