Statistics of Extremes
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Statistics of Extremes
By Emil Julius GumbelUniversally acknowledged as the classic text in its field, this volume covers order statistics and their exceedances; exact distribution of extremes; analytical study of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and ...
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Statistics of Extremes: Theory and Applications
By Jan Beirlant, Yuri Goegebeur, Johan SegersThe 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.
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Statistics of Extremes
By E. J. GumbelKey topics in this book include: Aims and tools Order statistics and their exceedances Exact distribution of extremes Analytical study of extremes First asymptotic distribution Uses of the first, second, and third asymptotes Range To remain ...
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Statistics of Extremes
By E. J. GumbelThis classic text covers order statistics and their exceedances; exact distribution of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and 3rd asymptotes; more. 1958 edition. Includes 44 tables and 97 graphs.
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Statistics of Extremes: Theory and Applications
By Jan Beirlant, Yuri Goegebeur, Johan Segers... maximum penalized likelihood estimates ô and ↑ are obtained by maximizing NupH Π П ( σ , t ) = Σlog 8 ( Y1 ; σ , 1 ( pH ; ) ) — — λť kt i = 1 with respect to σ and t . Note that maximum penalized likelihood estimation easily ...