Statistical Analysis of Extreme Values
With Applications to Insurance, Finance, Hydrology and Other Fields
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 extr…
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Produktdetails
Weitere Autoren: Thomas, Michael
- ISBN: 978-3-7643-7230-9
- EAN: 9783764372309
- Produktnummer: 16448612
- Verlag: Birkhäuser Basel
- Sprache: Englisch
- Erscheinungsjahr: 2007
- Seitenangabe: 532 S.
- Masse: H23.5 cm x B15.5 cm x D2.8 cm 797 g
- Auflage: 3rd ed. 2007
- Abbildungen: Paperback
- Gewicht: 797
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