Introduction to Statistical Modeling of Extreme Values

Name: Introduction to Statistical Modeling of Extreme Values
Brand: Springer London Ltd
SKU: 9781849968744
Price: 73503 HUF
Availability: InStock

Szerző: Stuart Coles

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer London Ltd

Elérhetőség: Beszállítói készleten

Küldés 10-18 napon belül

73 503 Ft

Directly oriented towards real practical application, this book develops both the basic theoretical...

Információk a könyvről

Szerző

Stuart Coles

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2011

oldal

209

EAN

9781849968744

ISBN

1849968748

Enbook ID

06798512

Kiadó

Springer London Ltd

Súly

362

Méretek

156 x 236 x 18

Teljes leírás

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 elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.§

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Introduction to Statistical Modeling of Extreme Values

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