Statistics of Extremes

ebook Theory and Applications · Wiley in Probability and Statistics

By Jan Beirlant

cover image of Statistics of Extremes

Sign up to save your library

With an OverDrive account, you can save your favorite libraries for at-a-glance information about availability. Find out more about OverDrive accounts.

   Not today

Find this title in Libby, the library reading app by OverDrive.

Download Libby on the App Store Download Libby on Google Play

Search for a digital library with this title

Title found at these libraries:

Loading...
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.
Statistics of Extremes