Statistical Analysis of Extreme Values
with Applications to Insurance, Finance, Hydrology and Other Fields
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; A…
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Produktdetails
Weitere Autoren: Thomas, Michael
- ISBN: 978-3-7643-7399-3
- EAN: 9783764373993
- Produktnummer: 33295103
- Verlag: Springer Basel AG
- Sprache: Englisch
- Erscheinungsjahr: 2007
- Seitenangabe: 511 S.
- Plattform: PDF
- Masse: 7'408 KB
- Auflage: 3rd ed. 2007
- Abbildungen: 30 schwarz-weiße Tabellen, Bibliographie
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