Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields /

• Κύριοι συγγραφείς: Reiss, Rolf-Dieter (Συγγραφέας), Thomas, Michael (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Basel : Birkhäuser Basel, 2007.
• Έκδοση: Third Edition.
• Θέματα: Mathematics.; Probabilities.; Statistics.; Econometrics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Statistics and Computing/Statistics Programs.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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...

Πίνακας περιεχομένων:

• 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.