Statistics of Extremes : Theory and Applications
Book Details
Format
Hardback or Cased Book
Book Series
Wiley Series in Probability and Statistics
ISBN-10
0471976474
ISBN-13
9780471976479
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 27th, 2004
Print length
512 Pages
Weight
852 grams
Dimensions
16.20 x 23.60 x 3.60 cms
Product Classification:
Probability & statisticsProbability and statistics
Ksh 19,250.00
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States that research in the statistical analysis of extreme values has flourished over the years: probability models, inference and data analysis techniques have been introduced; and fresh application areas have been explored.
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.
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