Statistics of Extremes

Beschreibung

Research in the statistical analysis of extreme values hasflourished over the past decade: new probability models, inferenceand data analysis techniques have been introduced; and newapplication areas have been explored. Statistics of Extremescomprehensively covers a wide range of models and applicationareas, including risk and insurance: a major area of interest andrelevance to extreme value theory. Case studies are introducedproviding a good balance of theory and application of eachmodel discussed, incorporating many illustrated examples and plotsof data. The last part of the book covers some interestingadvanced topics, including time series, regression,multivariate and Bayesian modelling of extremes, the use of whichhas huge potential.

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Jan Beirlant

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"This excellent book provides an overall survey of the mostimportant achievements in the field of extreme value theory."(Mathematical Reviews, 2005j) "...a useful reference for researchers wishing to learn moreabout the analysis of extreme data, including as it does a wealthof information about the topic..." (Technometrics, August2005) "The book is well written and the authors make good use ofgraphical procedures to illustrate and illuminate theirexposition." (International Statistical Institute, Vol 25(2), August 2005) "...a very useful and readable text..." (Journal of the RoyalStatistical Society, Vol 169 (1), January 2006) "...its strengths lie in the combination of the theory andapplications." (Meteorologishe Zeitschrift, April 2007)
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