Statistical Analysis of Extreme Values
Title | Statistical Analysis of Extreme Values PDF eBook |
Author | Rolf-Dieter Reiss |
Publisher | Springer Science & Business Media |
Total Pages | 516 |
Release | 2007-06-21 |
Genre | Business & Economics |
ISBN | 3764372303 |
This is a self-contained introduction to parametric modeling, exploratory analysis and statistical interference for extreme values, as used in disciplines from hydrology to finance to environmental science. Updated and expanded by 100 pages.
Extreme Values
Title | Extreme Values PDF eBook |
Author | Lee Fawcett |
Publisher | Wiley |
Total Pages | 0 |
Release | 2023-10-16 |
Genre | Mathematics |
ISBN | 9780470746455 |
The statistical analysis of extremes is becoming more and more prevalent as we observe increasing levels of variability and turbulence, both in the natural world, and within social organizations such as commercial and financial institutions. In this book, full coverage is given to the analysis of extreme value data using R, providing the reader with the best starting point for analyzing data when the aim is inference about extreme values of the underlying process. The main topics in extreme value analysis are featured, together with a clear practical guide on how to implement the relevant statistical analysis using R. The book is aimed at those needing to carry out extreme value analyses, examples used will be taken from applications in engineering, reliability studies and in financial analysis where extremes are of interest (e.g. insurance/reinsurance).
An Introduction to Statistical Modeling of Extreme Values
Title | An Introduction to Statistical Modeling of Extreme Values PDF eBook |
Author | Stuart Coles |
Publisher | Springer Science & Business Media |
Total Pages | 226 |
Release | 2001-08-20 |
Genre | Mathematics |
ISBN | 1852334592 |
Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Statistical Analysis of Extreme Values
Title | Statistical Analysis of Extreme Values PDF eBook |
Author | Rolf-Dieter Reiss |
Publisher | |
Total Pages | 0 |
Release | 1997 |
Genre | |
ISBN |
An Introduction to Statistical Modeling of Extreme Values
Title | An Introduction to Statistical Modeling of Extreme Values PDF eBook |
Author | Stuart Coles |
Publisher | Springer Science & Business Media |
Total Pages | 219 |
Release | 2013-11-27 |
Genre | Mathematics |
ISBN | 1447136756 |
Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Statistics of Extremes
Title | Statistics of Extremes PDF eBook |
Author | Jan Beirlant |
Publisher | John Wiley & Sons |
Total Pages | 522 |
Release | 2006-03-17 |
Genre | Mathematics |
ISBN | 0470012374 |
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.
Statistics of Extremes
Title | Statistics of Extremes PDF eBook |
Author | Jan Beirlant |
Publisher | John Wiley & Sons |
Total Pages | 516 |
Release | 2004-10-15 |
Genre | Mathematics |
ISBN | 9780471976479 |
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.