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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, Regular Variation and Point Processes
Language: en
Pages: 334
Authors: Sidney I. Resnick
Categories: Mathematics
Type: BOOK - Published: 2013-12-20 - Publisher: Springer

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This book examines the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independe
Extreme Value Theory
Language: en
Pages: 421
Authors: Laurens de Haan
Categories: Mathematics
Type: BOOK - Published: 2007-12-09 - Publisher: Springer Science & Business Media

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Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashio
Statistical Analysis of Extreme Values
Language: en
Pages: 0
Authors: Rolf-Dieter Reiss
Categories:
Type: BOOK - Published: 1997 - Publisher:

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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