Statistics of Extremes

Statistics of Extremes
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By:"Jan Beirlant","Yuri Goegebeur","Johan Segers","Jozef Teugels"
"Mathematics"
Published on 2004-10-29 by John Wiley & Sons

Case studies are introduced in the first part of the book and are used throughout to show the application of each model discussed. The second part of the book covers advanced topics, such as multivariate and Bayesian modelling of extremes.

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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.

This Book was ranked 25 by Google Books for keyword PROBABILITY AND STATISTICS WITH OCEAN APPLICATIONS.

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