TY - BOOK ID - 93039882 TI - Statistics of extremes : theory and applications AU - Beirlant, Jan AU - Goegebeur, Yuri AU - Segers, Johan AU - De Waal, Daniel AU - Ferro, Chris PY - 2004 SN - 9780471976479 0471976474 9780470012376 PB - Chichester : John Wiley & Sons, DB - UniCat KW - Mathematical statistics. KW - Maxima and minima. KW - Mathematical statistics KW - Maxima and minima KW - Statistique mathématique KW - Maxima et minima KW - 519.5 KW - Academic collection KW - Minima KW - Mathematics KW - Statistical inference KW - Statistics, Mathematical KW - Statistics KW - Probabilities KW - Sampling (Statistics) KW - Statistical methods KW - 519.2 KW - 519.2 Probability. Mathematical statistics KW - Probability. Mathematical statistics UR - https://www.unicat.be/uniCat?func=search&query=sysid:93039882 AB - Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential. ER -