Statistical Extremes and Applications
Language: en
Pages: 690
Authors: J. Tiago de Oliveira
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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The first references to statistical extremes may perhaps be found in the Genesis (The Bible, vol. I): the largest age of Methu'selah and the concrete applicatio
Statistics of Extremes
Language: en
Pages: 522
Authors: Jan Beirlant
Categories: Mathematics
Type: BOOK - Published: 2006-03-17 - Publisher: John Wiley & Sons

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Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have
An Introduction to Statistical Modeling of Extreme Values
Language: en
Pages: 219
Authors: Stuart Coles
Categories: Mathematics
Type: BOOK - Published: 2013-11-27 - Publisher: Springer Science & Business Media

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Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical infere
Extreme Values in Finance, Telecommunications, and the Environment
Language: en
Pages: 422
Authors: Barbel Finkenstadt
Categories: Mathematics
Type: BOOK - Published: 2003-07-28 - Publisher: CRC Press

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Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from st
Statistics of Extremes
Language: en
Pages: 402
Authors: E. J. Gumbel
Categories: Mathematics
Type: BOOK - Published: 2012-04-27 - Publisher: Courier Corporation

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This classic text covers order statistics and their exceedances; exact distribution of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and 3rd