Statistics of Extremes (e-bog) af Teugels, Jozef L.
Teugels, Jozef L. (forfatter)

Statistics of Extremes e-bog

1021,49 DKK (inkl. moms 1276,86 DKK)
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 va...
E-bog 1021,49 DKK
Forfattere Teugels, Jozef L. (forfatter), Ferro, Chris (medforfatter)
Forlag Wiley
Udgivet 17 marts 2006
Genrer Mathematics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9780470012376
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.