Tous nos rayons

Déjà client ? Identifiez-vous

Mot de passe oublié ?

Nouveau client ?

CRÉER VOTRE COMPTE
Statistics of Extremes

Librairie Eyrolles - Paris 5e
Indisponible

Statistics of Extremes

Statistics of Extremes

Theory and Applications

Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef Teugels

490 pages, parution le 16/11/2004

Résumé

Research in the statistical analysis of extreme values has flourished over the past decades: new probability models, inference and data analysis techniques have been introduced, while new application areas have been explored. Statistics of Extremes: Theory and Applications covers a wide range of models and applications, in particular in financial and actuarial risk management, a major area of interest and relevance to extreme value theory. Case studies are introduced in the first part of the book and are used throughout to show the application of each model discussed. The second part of the book covers advanced topics, such as multivariate and Bayesian modelling of extremes.

  • Provides comprehensive coverage of a growing area of research
  • Provides a good balance of theory and real-world applications
  • Includes coverage of time series, regression, multivariate and Bayesian modelling
  • Introduces a number of case studies early in the book and develops the theory around them
  • Illustrated with many data examples and plots

Statistics of Extremes: Theory and Applications will appeal to researchers and graduate students of applied probability and statistics, particularly those studying extreme values. It is also suitable for applied statisticians working in finance and insurance, pollution and climatology, geology, metallurgy, and engineering.

L'auteur - Jan Beirlant

Jan Beirlant : Department of Statistics, Katholieke Universiteit Leuven, Belgium

L'auteur - Yuri Goegebeur

Yuri Goegebeur : Department of Statistics, Katholieke Universiteit Leuven, Belgium

L'auteur - Johan Segers

Johan Segers : Department of Econometrics and OR, Tilburg University, The Netherlands

L'auteur - Jozef Teugels

Jozef Teugels : Department of Statistics, Katholieke Universiteit Leuven, Belgium

Sommaire

  • Preface
  • Why extreme value theory?
  • The probabilistic side of extreme value theory
  • Away from the maximum
  • Tail estimation under pareto-type models
  • Tail estimation for all domains of attraction
  • Regression analysis
  • Multivariate extreme value theory
  • Statistics of multivariate extremes
  • Extremes of stationary time series
  • Bayesian methodology in extreme value statistics
  • Bibliography
  • Author Index
  • Subject Index
Voir tout
Replier

Caractéristiques techniques

  PAPIER
Éditeur(s) Wiley
Auteur(s) Jan Beirlant, Yuri Goegebeur, Johan Segers, Jozef Teugels
Parution 16/11/2004
Nb. de pages 490
Format 15,5 x 23,5
Couverture Relié
Poids 929g
Intérieur Noir et Blanc
EAN13 9780471976479
ISBN13 978-0-471-97647-9

Avantages Eyrolles.com

Livraison à partir de 0,01 en France métropolitaine
Paiement en ligne SÉCURISÉ
Livraison dans le monde
Retour sous 15 jours
+ d'un million et demi de livres disponibles
satisfait ou remboursé
Satisfait ou remboursé
Paiement sécurisé
modes de paiement
Paiement à l'expédition
partout dans le monde
Livraison partout dans le monde
Service clients 0 321 79 56 75 sav@commande.eyrolles.com
librairie française
Librairie française depuis 1925