Statistics of Extremes; Contents; Preface; 1 WHY EXTREME VALUE THEORY?; 2 THE PROBABILISTIC SIDE OF EXTREME VALUE THEORY; 3 AWAY FROM THE MAXIMUM; 4 TAIL ESTIMATION UNDER PARETO-TYPE MODELS; 5 TAIL ESTIMATION FOR ALL DOMAINS OF ATTRACTION; 6 CASE STUDIES; 7 REGRESSION ANALYSIS; 8 MULTIVARIATE EXTREM
Statistics of Extremes: Theory and Applications
โ Scribed by Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef Teugels, Daniel De Waal, Chris Ferro
- Publisher
- Wiley
- Year
- 2004
- Tongue
- English
- Leaves
- 504
- Series
- Wiley Series in Probability and Statistics
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
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Statistics of Extremes: Theory and Applications will appeal to researchers and graduate students of applied probability and statistics, particularly those studying extreme values. It is also suitable for applied statisticians working in finance and insurance, pollution and climatology, geology, meta
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