Statistical Analysis of Extreme Values : from Insurance, Finance, Hydrology and Other Fields / by Rolf-Dieter Reiss, Michael Thomas
| データ種別 | 電子ブック |
|---|---|
| 出版者 | Basel : Birkhäuser Basel : Imprint: Birkhäuser |
| 出版年 | 1997 |
| 本文言語 | 英語 |
| 大きさ | XVII, 316 p. 107 illus : online resource |
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| 内容注記 | Preface I. Modeling and Data Analysis II. Statistical Interference in Parametric Models III. Elements of Multivariate Statistical Analysis IV. Topics in Hydrology, Insurance and Finance V. Case Studies in Extreme Value Analysis Index Bibliography |
|---|---|
| 一般注記 | The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I–III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV–VI |
| 著者標目 | *Reiss, Rolf-Dieter author Thomas, Michael author SpringerLink (Online service) |
| 件 名 | LCSH:Statistics LCSH:Probabilities FREE:Statistics FREE:Statistical Theory and Methods FREE:Probability Theory and Stochastic Processes |
| 分 類 | DC23:519.5 |
| 巻冊次 | ISBN:9783034863360 
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| ISBN | 9783034863360 |
| URL | http://dx.doi.org/10.1007/978-3-0348-6336-0 |
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