Introduction to Statistical Modeling of Extreme Values
Introduction to Statistical Modeling of Extreme Values Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the…
Specifikacia Introduction to Statistical Modeling of Extreme Values
Introduction to Statistical Modeling of Extreme Values
Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof.
All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes.