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.KLUGMAN, PANJER, and WILLMOT - Solutions Manual to Accompany Loss Models: From Data to Decisions KOTZ, ... and Historical Introduction LAMPERTI - Probability: A Survey of the Mathematical Theory, Second Edition LANGE, RYAN, ... Edition MALLER and ZHOU - Survival Analysis with Long Term Survivors MALLOWS - Design, Data, and Analysis by Some ... Discriminant Analysis and Statistical Pattern Recognition McLACHLAN and KRISHNAN - The EM Algorithm andanbsp;...
|Title||:||Statistics of Extremes|
|Author||:||Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef Teugels|
|Publisher||:||John Wiley & Sons - 2006-03-17|