An Introduction to Statistical Modeling of Extreme Values
Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is el...
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| Format: | eBook |
| Language: | English |
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London
Springer London
2001, 2001
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| Edition: | 1st ed. 2001 |
| Series: | Springer Series in Statistics
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| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1. Introduction
- 2. Basics of Statistical Modeling
- 3. Classical Extreme Value Theory and Models
- 4. Threshold Models
- 5. Extremes of Dependent Sequences
- 6. Extremes of Non-Stationary Sequences
- 7. A Point Process Characterization of Extremes
- 8. Multivariate Extremes
- 9. Further Topics
- Appendix A: Computational Aspects
- Index