Statistical Analysis of Extreme Values from 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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Bibliographic Details
Main Authors: Reiss, Rolf-Dieter, Thomas, Michael (Author)
Format: eBook
Language:English
Published: Basel Birkhäuser Basel 1997, 1997
Edition:1st ed. 1997
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Preface
  • I. Modeling and Data Analysis
  • II. Statistical Interference in Parametric Models
  • III. Elements of Multivariate Statistical Analysis
  • IV. Topics in Hydrology, Insurance and Finance
  • V. Case Studies in Extreme Value Analysis
  • Index
  • Bibliography