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portada An Introduction to Statistical Modeling of Extreme Values (in English)
Type
Physical Book
Publisher
Year
2011
Language
English
Pages
209
Format
Paperback
ISBN13
9781849968744
Edition No.
2001

An Introduction to Statistical Modeling of Extreme Values (in English)

Stuart Coles (Author) · Springer · Paperback

An Introduction to Statistical Modeling of Extreme Values (in English) - Stuart Coles

Physical Book

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Synopsis "An Introduction to Statistical Modeling of Extreme Values (in English)"

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.

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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.

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