Statistical Analysis of Extreme Values; with Applications to Insurance, Finance, Hydrology and Other Fields, 3rd Edition

Category: Study


Posted on 2019-09-11, by phaelx.

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Date: 2007
Pages: 511
ASIN: B00KTHAHBQ
Author: Rolf-Dieter Reiss, Michael Thomas

Size: 7.5 MB
Format: pdf
Download     >>    https://dropapk.to/xs0j49nd2762
Statistical analysis of extreme data is vital to many disciplines including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to 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, with 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; The Spectral Decomposition Methodology; About Tail Independence; and Extreme Value Statistics of Dependent Random Variables.
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