Statistical Analysis of Extreme Values : with Applications to Insurance, Finance, Hydrology and Other Fields
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 v...
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| Auteurs principaux: | , , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
Basel :
Birkhäuser Basel
[20..].
Cham : Springer Nature |
| Assuntos: | |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
L'impression du document génère 515 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) Version électronique de la troisième édition datant de 2007. La version papier est accompagnée d'un cédérom contenant le logiciel Xtremes. |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Statistical analysis of extreme values, with applications to insurance, finance, hydrology and other field, R.-D. Reiss, M. Thomas, 3rd ed., Basel, Birkhaüser, 2007, 1 volume (xvii-511 pages), 978-3-7643-7230-9 |
Sumário:
- 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