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RT Book, Whole SR Electronic DC OPAC T1 Statistical Analysis of Extreme Values : from Insurance, Finance, Hydrology and Other Fields / by Rolf-Dieter Reiss, Michael Thomas A1 Reiss, Rolf-Dieter A1 Thomas, Michael A1 SpringerLink (Online service) YR 1997 FD 1997 SP XVII, 316 p. 107 illus K1 Statistics K1 Probabilities K1 Statistics K1 Statistical Theory and Methods K1 Probability Theory and Stochastic Processes PB Birkhäuser Basel : Imprint: Birkhäuser PP Basel SN 9783034863360 LA English (英語) CL DC23:519.5 NO 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 NO 書誌ID=1002994886; LK [E Book]http://dx.doi.org/10.1007/978-3-0348-6336-0 OL 30