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Title: AN INTRODUCTION TO STATISTICAL MODELING OF EXTREME VALUES
By: Stuart Coles
Format: Hardback

List price: £175.50
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ISBN 10: 1852334592
ISBN 13: 9781852334598
Availability: Usually dispatched within 3-5 days.
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Stock: Currently 1item in stock
Publisher: SPRINGER LONDON LTD
Pub. date: 20 August, 2001
Edition: 2001 ed.
Series: Springer Series in Statistics
Pages: 209
Description: Oriented towards real practical application, this work develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. A wide range of worked examples, using genuine datasets, illustrate the modelling procedures.
Synopsis: 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. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. 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. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Illustrations: XIV, 209 p.
Publication: UK
Imprint: Springer London Ltd
Returns: Returnable
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