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Statistical Analysis of Extreme Values

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

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Statistical Analysis of Extreme Values

with Applications to Insurance, Finance, Hydrology and Other Fields

Rolf-Dieter Reiss | Michael Thomas

Mathematics / Probability & Statistics / General

Reliable statistical analysis of extreme data is important in a variety of 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 values. For this third edition, the entire text has been thoroughly updated and rearranged to meet contemporary requirements. More than 100 pages of 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 (co-authored by M.I. Gomes); The Spectral Decomposition Methodology, and About Tail Independence (co-authored by M. Frick); and Extreme Value Statistics of Dependent Random Variables (co-authored by H. Drees).


Publication Date: 21 June 2007
Publisher: Birkhäuser Basel
Imprint: Birkhäuser
ISBN-13: 9783764372309
Format: Paperback softback
Page Count: 511

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