【书名】 Statistics of Extremes: Theory and Applications
【作者】J. Beirlant, Y. Goegebeur, J. Segers, and J. Teugels
【出版社】2004 John Wiley & Sons, Ltd
【版本】1
【出版日期】2004
【文件格式】PDF
【文件大小】9.35Mb
【页数】498 including cover
【ISBN出版号】ISBN: 0-471-97647-4
【资料类别】统计学, textbook
【市面定价】98 usd
【扫描版还是影印版】 original
【是否缺页】complete
【关键词】extreme
【内容简介】. Statistics of Extremes covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory.
【目录】
Preface xi
1 WHY EXTREME VALUE THEORY? 1
2 THE PROBABILISTIC SIDE OF EXTREME VALUE THEORY 45
3 AWAY FROM THE MAXIMUM 83
4 TAIL ESTIMATION UNDER PARETO-TYPE MODELS 99
5 TAIL ESTIMATION FOR ALL DOMAINS OF ATTRACTION 131
6 CASE STUDIES 177
7 REGRESSION ANALYSIS 209
8 MULTIVARIATE EXTREME VALUE THEORY 251
9 STATISTICS OF MULTIVARIATE EXTREMES 297
10 EXTREMES OF STATIONARY TIME SERIES 369
11 BAYESIAN METHODOLOGY IN EXTREME VALUE STATISTICS 429
Bibliography 461
Author Index 479
Subject Index 485
【原创书评】這本書相當清楚的從基本的資料分析開始推導極值分布的性質以及各種model的統計基礎. 前幾章大概讀過統計都能看懂,第六章有case study 幫忙理解應用面.整體而言是一本相當全面的書, reader-friendly.
[此贴子已经被pine888于2008-2-7 11:56:03编辑过]