Statistics of Extremes
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Описание:
Research in the statistical analysis of extreme values has flourished over the past decades: new probability models, inference and data analysis techniques have been introduced, while new application areas have been explored. Statistics of Extremes: Theory and Applications covers a wide range of models and applications, in particular in financial and actuarial risk management, a major area of interest and relevance to extreme value theory. Case studies are introduced in the first part of the book and are used throughout to show the application of each model discussed. The second part of the book covers advanced topics, such as multivariate and Bayesian modelling of extremes. Provides comprehensive coverage of a growing area of research. Provides a good balance of theory and real–world applications. Includes coverage of time series, regression, multivariate and Bayesian modelling. Introduces a number of case studies early in the book and...Похожие книги
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