Statistics of Extremes， Theory and Applications, Wiley 2004)

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【书名】 Statistics of Extremes: Theory and Applications
【作者】J. Beirlant, Y. Goegebeur, J. Segers, and J. Teugels
【出版社】2004 John Wiley & Sons, Ltd
【版本】1
【出版日期】2004
【文件格式】PDF
【文件大小】9.35Mb
【页数】498 including cover
【ISBN出版号】ISBN: 0-471-97647-4
【资料类别】统计学, textbook
【市面定价】98 usd
【扫描版还是影印版】 original
【是否缺页】complete
【关键词】extreme
【内容简介】. Statistics of Extremes covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory.
【目录】
Preface xi
1 WHY EXTREME VALUE THEORY? 1
2 THE PROBABILISTIC SIDE OF EXTREME VALUE THEORY 45
3 AWAY FROM THE MAXIMUM 83
4 TAIL ESTIMATION UNDER PARETO-TYPE MODELS 99
5 TAIL ESTIMATION FOR ALL DOMAINS OF ATTRACTION 131
6 CASE STUDIES 177
7 REGRESSION ANALYSIS 209
8 MULTIVARIATE EXTREME VALUE THEORY 251
9 STATISTICS OF MULTIVARIATE EXTREMES 297
10 EXTREMES OF STATIONARY TIME SERIES 369
11 BAYESIAN METHODOLOGY IN EXTREME VALUE STATISTICS 429
Bibliography 461
Author Index 479
Subject Index 485

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关键词：Applications Application Statistics statistic Extremes including original 关键词 出版社 统计学

thanks for sharing this

2# yjwang05
谢谢！
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