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Statistical analysis of extreme values : with applications to insurance, finance, hydrology and other fields

Author: R -D Reiss; M Thomas
Publisher: Basel ; Boston : Birkhäuser, ©2007.
Edition/Format:   Print book : CD for computer : Program   Computer File : English : 3rd edView all editions and formats
Database:WorldCat
Summary:

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  Read more...

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Genre/Form: CD-ROM
Additional Physical Format: Print version:
Reiss, R.-D. (Rolf-Dieter).
Statistical analysis of extreme values.
Basel ; Boston : Birkhäuser, ©2007
(DLC) 2007924804
Material Type: Program, Internet resource
Document Type: Book, Computer File, Internet Resource
All Authors / Contributors: R -D Reiss; M Thomas
ISBN: 9783764372309 3764372303
OCLC Number: 180750173
Notes: "Academic edition"--Disc label.
Description: 1 online resource (xvii, 511 pages) : illustrations
Contents: 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.
Responsibility: R.-D. Reiss, M. Thomas.
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"The book is well written. It assumes a knowledge of statistics, but many of the ideas and techniques can be used by a nonstatistician. As a handbook for XTREMES, it is excellent, and I recommend it Read more...

 
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