Statistical analysis of extreme values. With applications to insurance, finance, hydrology and other fields. With CD-ROM (Q4345873)
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scientific article; zbMATH DE number 1040106
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| English | Statistical analysis of extreme values. With applications to insurance, finance, hydrology and other fields. With CD-ROM |
scientific article; zbMATH DE number 1040106 |
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28 July 1997
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extreme value analysis
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software package XTREMES
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0.8774620294570923
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Statistical analysis of extreme values. With applications to insurance, finance, hydrology and other fields. With CD-ROM (English)
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The book deals with the modeling and the analysis of extreme values. It is partitioned into five parts and an appendix. The first part contains 2 chapters concerning parametric modeling. In the second part (with 6 chapters) the main statistical methods are given in short for the investigation of parametric models for extreme values in the univariate case while in the third part (with 2 chapters) the multivariate case is considered. The fourth part contains in 3 chapters some special topics from insurance, finance and hydrology and in the fifth part 5 case studies are presented. In the appendix an introduction is given for the software package XTREMES. This software is included in this book on a CD-ROM, so that the hints at the end of every chapter for using XTREMES in the special case mentioned in this chapter can be carried out immediately. The book can be highly recommended to all who deal with statistics of extremes.
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