Statistical Analysis of Extreme Values from Insurance, Finance, Hydrology and Other Fields

Statistical Analysis of Extreme Values from Insurance, Finance, Hydrology and Other Fields / by Rolf-Dieter Reiss, Michael Thomas.

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 (Author), Thomas, Michael (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Basel : Birkhäuser Basel : Imprint: Birkhäuser, 1997.
Edition:1st ed. 1997.
Series:Springer eBook Collection.
Subjects:
Statistics .
Probabilities.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
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.

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