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...
| Main Authors: | , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Basel
Birkhäuser
2007, 2007
|
| Edition: | 3rd ed. 2007 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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