Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields

Statistical Analysis of Extreme Values with Applications to 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, http://id.loc.gov/vocabulary/relators/aut), Thomas, Michael. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Basel : Birkhäuser Basel : Imprint: Birkhäuser, 2007.
Edition:3rd ed. 2007.
Series:Springer eBook Collection.
Subjects:
Probabilities.
Econometrics.
Statistics .
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