Extreme value distributions (Q318829)
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scientific article; zbMATH DE number 6633060
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| English | Extreme value distributions |
scientific article; zbMATH DE number 6633060 |
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Extreme value distributions (English)
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5 October 2016
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In this book, the author discusses various topics in extreme value theory. Chapter 1 is devoted to order statistics and to estimate parameters for certain type of models. Chapter 2 is devoted to record values and estimate parameters and records. Chapter 3 treats the classical extreme value theory with a discussion of the domain of attraction of the three types of extreme value distributions. In the final chapter (4), the author discusses statistical inference for extreme value distributions. The books gives a survey of known results. It can serve as an introduction for students with an interest in extreme values and the examples in the book are appropriate. The statistical inference is mostly parametric and in Chapter 4 we miss many efforts that have been accomplished for estimation procedures in extreme value theory. The book contains 23 pages of references, but in the text the author hardly mentions any of these references. The book lacks exercises and up-to-date applications. Also, the index is very poor.
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extreme values
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record statistics
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order statistics
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domains of attraction
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0.8361748456954956
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0.8184517621994019
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