Springer International Publishing AG

Applied Extreme Value Statistics

Applied Extreme Value Statistics

Produktbeskrivelse

This book does not focus solely on asymptotic extreme value distributions. In addition to the traditional asymptotic methods, it introduces a data-driven, computer-based method, which provides insights into the exact extreme value distribution inherent in the data, and which avoids asymptotics. It therefore differs from currently available texts on extreme value statistics in one very important aspect.  The method described provides a unique tool for diagnostics, and for efficient and accurate extreme value prediction based on measured or simulated data. It also has straightforward extensions to multivariate extreme value distributions. The first half provides an introduction to extreme value statistics with an emphasis on applications. It includes chapters on classical asymptotic theories and threshold exceedance models, with many illustrative examples. The mathematical level is elementary and, to increase readability, detailed mathematical proofs have been avoided in favour of

Prishistorikk

Lavest
1666 KR
Høyest
1737 KR
Gjennomsnitt
1705 KR
Median
1702 KR

📩 Sett prisvarsel

Få beskjed når prisen når ønsket nivå.

Produktspesifikasjoner

Merke Springer International Publishing AG
Navn Applied Extreme Value Statistics
GTIN/EAN/ISBN 9783031607684
Kategorier Bøker