• Produktbild: Statistical Analysis of Extreme Values
  • Produktbild: Statistical Analysis of Extreme Values

Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields

82,99 €

inkl. gesetzl. MwSt., Versandkostenfrei


Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

21.06.2007

Abbildungen

XVIII, 511 p.

Verlag

Springer Basel

Seitenzahl

511

Maße (L/B/H)

23,5/15,5/2,9 cm

Gewicht

797 g

Auflage

Third Edition 2007

Sprache

Englisch

ISBN

978-3-7643-7230-9

Beschreibung

Rezension

"The book is well written. It assumes a knowledge of statistics, but many of the ideas and techniques can be used by a nonstatistician. As a handbook for XTREMES, it is excellent, and I recommend it highly."

-Computing Reviews

"The present book is a valuable contribution to the various theoretical and applied problems in the area of extreme value theory...a pleasure to read."

-Statistics & Decisions

"The book is however much more than a manual for the program and it would provide an excellent introduction to the subject for any statistician looking for a practical introduction to the subject of extreme values."

- J. Time Series Analysis

"With general statistics software, appropriate tools for the analysis of real extreme value problems are rarely provided. XTREMES excellently fills this gap in the statistics software market."

-Computational Statistics

"For a practitioner from industry, insurance, or finance who is less concerned with understanding the underlying probability and more interested in applications, this new book will be a good buy."

-JASA

"The book can be highly recommended to all who deal with statistics of extremes." -
Zeitschrift fur Mathematik

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

21.06.2007

Abbildungen

XVIII, 511 p.

Verlag

Springer Basel

Seitenzahl

511

Maße (L/B/H)

23,5/15,5/2,9 cm

Gewicht

797 g

Auflage

Third Edition 2007

Sprache

Englisch

ISBN

978-3-7643-7230-9

Herstelleradresse

Springer-Verlag GmbH
Tiergartenstr. 17
69121 Heidelberg
DE

Email: ProductSafety@springernature.com

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  • Produktbild: Statistical Analysis of Extreme Values
  • Produktbild: Statistical Analysis of Extreme Values
  • Modeling and Data Analysis.- Parametric Modeling.- Diagnostic Tools.- Statistical Inference in Parametric Models.- An Introduction to Parametric Inference.- Extreme Value Models.- Generalized Pareto Models.- Advanced Statistical Analysis.- Statistics of Dependent Variables.- Conditional Extremal Analysis.- Statistical Models for Exceedance Processes.- Elements of Multivariate Statistical Analysis.- Basic Multivariate Concepts and Visualization.- Elliptical and Related Distributions.- Multivariate Maxima.- Multivariate Peaks Over Threshold.- Topics in Hydrology and Environmental Sciences.- Flood Frequency Analysis.- Environmental Sciences.- Topics in Finance and Insurance.- Extreme Returns in Asset Prices.- The Impact of Large Claims on Actuarial Decisions.- Topics in Material and Life Sciences.- Material Sciences.- Life Science.