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Cover: 9783764372309 | Statistical Analysis of Extreme Values | Rolf-Dieter Reiss (u. a.)
Rückseite: 9783764372309 | Statistical Analysis of Extreme Values | Rolf-Dieter Reiss (u. a.)
Cover: 9783764372309 | Statistical Analysis of Extreme Values | Rolf-Dieter Reiss (u. a.)
Rückseite: 9783764372309 | Statistical Analysis of Extreme Values | Rolf-Dieter Reiss (u. a.)
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Statistical Analysis of Extreme Values
with Applications to Insurance, Finance, Hydrology and Other Fields
Taschenbuch von Rolf-Dieter Reiss (u. a.)
Sprache: Englisch

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Beschreibung
Reliable statistical analysis of extreme data is important in a variety of 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. For this third edition, the entire text has been thoroughly updated and rearranged to meet contemporary requirements. More than 100 pages of new sections and chapters address such topics as dependencies, the conditional analysis and the multivariate modeling of extreme data. New chapters include 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 Extreme Value Statistics of Dependent Random Variables (co-authored by H. Drees).
Reliable statistical analysis of extreme data is important in a variety of 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. For this third edition, the entire text has been thoroughly updated and rearranged to meet contemporary requirements. More than 100 pages of new sections and chapters address such topics as dependencies, the conditional analysis and the multivariate modeling of extreme data. New chapters include 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 Extreme Value Statistics of Dependent Random Variables (co-authored by H. Drees).
Zusammenfassung

Reliable statistical analysis of extreme data is important in a variety of 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. For this third edition, the entire text has been thoroughly updated and rearranged to meet contemporary requirements. More than 100 pages of new sections and chapters address such topics as dependencies, the conditional analysis and the multivariate modeling of extreme data. New chapters include 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 Extreme Value Statistics of Dependent Random Variables (co-authored by H. Drees).

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.
Details
Erscheinungsjahr: 2007
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: xviii
511 S.
ISBN-13: 9783764372309
ISBN-10: 3764372303
Sprache: Englisch
Herstellernummer: 11368342
Einband: Kartoniert / Broschiert
Autor: Reiss, Rolf-Dieter
Thomas, Michael
Auflage: Third Edition 2007
Hersteller: Birkhäuser
Springer Basel AG
Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, D-14197 Berlin, juergen.hartmann@springer.com
Maße: 235 x 155 x 29 mm
Von/Mit: Rolf-Dieter Reiss (u. a.)
Erscheinungsdatum: 21.06.2007
Gewicht: 0,797 kg
Artikel-ID: 102291972
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