Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields /

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 v...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Reiss, Rolf-Dieter (Autor), Thomas, Michael (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Basel : Birkhäuser Basel : Imprint: Birkhäuser, 2007.
Edición:3rd ed. 2007.
Temas:
Probabilities.
Econometrics.
Statistics .
Mathematical statistics-Data processing.
Probability Theory.
Statistical Theory and Methods.
Statistics and Computing.
Statistics in Business, Management, Economics, Finance, Insurance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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