Publisher description for Statistics of extremes : theory and applications / Jan Beirlant ... [et al.], with contributions from Daniel De Waal, Chris Ferro.
Bibliographic record and links to related information available from the Library of Congress catalog
Information from electronic data provided by the publisher. May be incomplete or contain other coding.
Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and_application of each model discussed, incorporating many illustrated examples and plots of data._The last part of the book covers some interesting advanced topics, including_ time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Library of Congress subject headings for this publication: Mathematical statistics, Maxima and minima