Statistical Analysis of Extreme Values: from Insurance, Finance, Hydrology and Other Fields

Description

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 values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I–III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "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 the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV–VI.

Get the book

Amazon.com

Search the book

eBay.com

Search the book

Other editions

• 

  Statistical Analysis of Extreme Values: with Applications to Insurance, Finance,...

  • 2007-08-08
  • 511 pages
  • Ebook
  • Springer Science & Business Media
• 

  Statistical Analysis of Extreme Values: With Applications to Insurance, Finance,...

  • 2007-06-21
  • 511 pages
  • Paperback
  • Springer Science & Business Media

Similar books

• 

  Extreme Values: Statistical Analysis Using R

  By Lee Fawcett, David Walshaw, Keith Newman

  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.

• 

  An Introduction to Statistical Modeling of Extreme Values

  By Stuart Coles

  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.

• 

  Statistics of Extremes: Theory and Applications

  By Jan Beirlant, Yuri Goegebeur, Johan Segers

  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.

• 

  Statistical Analysis of Extreme Values in Spatio-temporal Processes

  By Ana Esther Madrid García

  Statistical Analysis of Extreme Values in Spatio-temporal Processes

• 

  Extreme Value Theory with Applications to Natural Hazards: From Statistical Theory to Industrial Practice

  By Nicolas Bousquet, Pietro Bernardara

  This richly illustrated book describes statistical extreme value theory for the quantification of natural hazards, such as strong winds, floods and rainfall, and discusses an interdisciplinary approach to allow the theoretical methods to be ...

• 

  Extreme Value Modeling and Risk Analysis: Methods and Applications

  By Jun Yan, Dipak K. Dey

  The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subje

• 

  STATISTICS OF EXTREME VALUES

  By Rajendra G Gurao

  STATISTICS OF EXTREME VALUES

• 

  Extremes in Random Fields: A Theory and Its Applications

  By Benjamin Yakir

  Whilst this book may not provide the reader with the specific answer it will inspire them to rethink their problem in the context of random fields, apply the method, and produce a solution.

• 

  Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications

  By Carlos A. Braumann, João Lita da Silva, Frederico Caeiro

  This volume of the Selected Papers from Portugal is a product of the Seventeenth Congress of the Portuguese Statistical Society, held at the beautiful resort seaside city of Sesimbra, Portugal, from September 30 to October 3, 2009.

• 

  Applied Extreme Value Statistics

  By R. R. Kinnison

  Applied Extreme Value Statistics