Last edited by Kajirn
Thursday, July 30, 2020 | History

5 edition of Statistical analysis of extreme values found in the catalog.

Statistical analysis of extreme values

from insurance, finance, hydrology, and other fields

by R.-D Reiss

  • 11 Want to read
  • 13 Currently reading

Published by Birkhäuser Verlag in Basel, Boston .
Written in English

    Subjects:
  • Extreme value theory.,
  • Multivariate analysis.

  • Edition Notes

    Includes bibliographical references (p. [441]-443) and indexes.

    StatementR.-D. Reiss, M. Thomas.
    ContributionsThomas, M. 1967-
    Classifications
    LC ClassificationsQA273.6 .R45 2001
    The Physical Object
    Paginationxviii, 443 p. :
    Number of Pages443
    ID Numbers
    Open LibraryOL6796235M
    ISBN 103764364874
    LC Control Number00067420

      An Introduction to Statistical Modeling of Extreme Values - Ebook written by Stuart Coles. Read this book using Google Play Books app on your PC, android, iOS devices. Download for offline . Statistical Methods, Third Edition, provides students with a working introduction to statistical methods offering a wide range of applications that emphasize the quantitative skills useful across many .

      Statistical analysis of extreme data is vital to many disciplines including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained .   Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields, Edition 3 - Ebook written by Rolf-Dieter Reiss, Michael Thomas. Read this book 5/5(1).

    Buy Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields 3 by Reiss, Rolf-Dieter, Thomas, Michael (ISBN: ) from Amazon's Book Store. 5/5(1). This tutorial is a basic introduction to extreme value analysis and the R package, extRemes. Extreme value analysis has application in a number of di erent disciplines ranging from nance to hydrology, but File Size: 2MB.


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Statistical analysis of extreme values by R.-D Reiss Download PDF EPUB FB2

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.

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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 Brand: Birkhäuser Basel. Statistical analysis of extreme data is vital to many disciplines including hydrology, insurance, finance, engineering and environmental sciences.

This book provides a self-contained 5/5(1). The main topics in extreme value analysis are featured, together with a clear practical guide on how to implement the relevant statistical analysis using R.

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Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications.

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Statistical significance Confidence intervals Power and robustness Degrees of freedom Non-parametric analysis 4 Descriptive statistics Counts and specific values Measures of central tendency Measures of spread Measures of distribution shape Statistical. Statistical analysis of extreme values: with applications to insurance, finance, hydrology and other fields.

This book presents bootstrap resampling as a computing-intensive method able to meet the challenge. It shows the bootstrap to perform reliably in the most important statistical estimation techniques: regression, spectral analysis, extreme values and correlation.

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The mode is the most common value in a data set. It cannot be used for further statistical analysis. The .Statistical Analysis of Extreme Values by Rolf-Dieter Reiss,available at Book Depository with free delivery worldwide.