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Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields, w. CD-ROM

BuchKartoniert, Paperback
511 Seiten
Englisch
Springererschienen am21.06.20073rd ed.
The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences.mehr
Verfügbare Formate
BuchKartoniert, Paperback
EUR85,59
E-BookPDF1 - PDF WatermarkE-Book
EUR85,59

Produkt

KlappentextThe statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences.
ZusammenfassungThis is a self-contained introduction to parametric modeling, exploratory analysis and statistical interference for extreme values, as used in disciplines from hydrology to finance to environmental science. Updated and expanded by 100 pages.
Details
ISBN/GTIN978-3-7643-7230-9
ProduktartBuch
EinbandartKartoniert, Paperback
Verlag
Erscheinungsjahr2007
Erscheinungsdatum21.06.2007
Auflage3rd ed.
Seiten511 Seiten
SpracheEnglisch
Gewicht820 g
IllustrationenXVIII, 511 p.
Artikel-Nr.10678962

Inhalt/Kritik

Inhaltsverzeichnis
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.mehr
Kritik
"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 Mathematikmehr

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