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


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Counter 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