Statistics of Extremes: Theory and Applications by Johan Segers
Statistics of Extremes: Theory and Applications by Johan Segers
English | Oct. 15, 2004 | ISBN: 0471976474 | 504 Pages | PDF | 8 MB
English | Oct. 15, 2004 | ISBN: 0471976474 | 504 Pages | PDF | 8 MB
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.