Statistical Analysis of Extreme Values With Applications to Insurance, Finance, Hydrology and Other Fields
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- Engels
- Paperback
- 9783764372309
- 21 juni 2007
- 511 pagina's
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The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences.
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 DependentRandom 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.
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.
Related software is available for free download on extras.springer.com.
Productspecificaties
Inhoud
- Taal
- en
- Bindwijze
- Paperback
- Oorspronkelijke releasedatum
- 21 juni 2007
- Aantal pagina's
- 511
- Illustraties
- Nee
Betrokkenen
- Hoofdauteur
- Rolf-Dieter Reiss
- Tweede Auteur
- Michael Thomas
- Hoofduitgeverij
- Birkhauser Verlag Ag
Overige kenmerken
- Editie
- 3
- Extra groot lettertype
- Nee
- Product breedte
- 172 mm
- Product hoogte
- 28 mm
- Product lengte
- 241 mm
- Studieboek
- Ja
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- 172 mm
- Verpakking hoogte
- 28 mm
- Verpakking lengte
- 241 mm
- Verpakkingsgewicht
- 1294 g
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- EAN
- 9783764372309
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