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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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| Auteurs principaux : | , |
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| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Statistical Analysis of Extreme Values : with Applications to Insurance, Finance, Hydrology and Other Fields / R.-D. Reiss, M. Thomas |
| Publié : |
Basel :
Birkhäuser Basel
, [20..] Cham : Springer Nature |
| Accès en ligne : |
Accès Nantes Université
Accès direct soit depuis les campus via le réseau ou le wifi eduroam soit à distance avec un compte @etu.univ-nantes.fr ou @univ-nantes.fr |
| Note sur l'URL : | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex |
| Condition d'utilisation et de reproduction : | Conditions particulières de réutilisation pour les bénéficiaires des licences nationales : https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |
| Reproduction de : | Version électronique de la troisième édition datant de 2007. La version papier est accompagnée d'un cédérom contenant le logiciel Xtremes. |
| Contenu : | 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 |
| Sujets : | |
| Documents associés : | Autre format:
Statistical analysis of extreme values |
| Résumé : | 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 values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV VI |
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| Notes : | L'impression du document génère 515 p. |
| Bibliographie : | Bibliogr. Index |
| ISBN : | 978-3-7643-7399-3 |
| DOI : | 10.1007/978-3-7643-7399-3 |