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Statistics of Extremes: Theory and Applications by Jan Beirlant

Statistics of Extremes: Theory and Applications

by Jan Beirlant
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Book cover type: Hardcover
  • ISBN13: 9780471976479
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Wiley
  • Publisher Imprint: Wiley
  • Publication Date:
  • Pages: 514
  • Original Price: GBP 106.95
  • Language: English
  • Edition: N/A
  • Item Weight: 935 grams
  • BISAC Subject(s): Probability & Statistics / General

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.

Jan Beirlant is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Yuri Goegebeur is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Johan Segers is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

Jozef L. Teugels is the author of Statistics of Extremes: Theory and Applications, published by Wiley.

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