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Cover: 9781849968744 | An Introduction to Statistical Modeling of Extreme Values | Coles
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An Introduction to Statistical Modeling of Extreme Values
Taschenbuch von Stuart Coles
Sprache: Englisch

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Beschreibung
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.
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.
Zusammenfassung
Accessible to non-expertsDirectly oriented towards real practical application - it focuses on techniques and strategies for modelling data commonly encountered in practiceFeatures worked examples on genuine datasets(Splus) code is available via the Internet for repeating examples/doing other examples
Inhaltsverzeichnis
1. Introduction.- 2. Basics of Statistical Modeling.- 3. Classical Extreme Value Theory and Models.- 4. Threshold Models.- 5. Extremes of Dependent Sequences.- 6. Extremes of Non-Stationary Sequences.- 7. A Point Process Characterization of Extremes.- 8. Multivariate Extremes.- 9. Further Topics.- Appendix A: Computational Aspects.- Index.
Details
Erscheinungsjahr: 2011
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 224
Reihe: Springer Series in Statistics
Inhalt: xiv
209 S.
ISBN-13: 9781849968744
ISBN-10: 1849968748
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Coles, Stuart
Auflage: 2001
Hersteller: Springer London
Springer-Verlag London Ltd.
Springer Series in Statistics
Maße: 235 x 155 x 13 mm
Von/Mit: Stuart Coles
Erscheinungsdatum: 22.09.2011
Gewicht: 0,347 kg
preigu-id: 107247766
Zusammenfassung
Accessible to non-expertsDirectly oriented towards real practical application - it focuses on techniques and strategies for modelling data commonly encountered in practiceFeatures worked examples on genuine datasets(Splus) code is available via the Internet for repeating examples/doing other examples
Inhaltsverzeichnis
1. Introduction.- 2. Basics of Statistical Modeling.- 3. Classical Extreme Value Theory and Models.- 4. Threshold Models.- 5. Extremes of Dependent Sequences.- 6. Extremes of Non-Stationary Sequences.- 7. A Point Process Characterization of Extremes.- 8. Multivariate Extremes.- 9. Further Topics.- Appendix A: Computational Aspects.- Index.
Details
Erscheinungsjahr: 2011
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 224
Reihe: Springer Series in Statistics
Inhalt: xiv
209 S.
ISBN-13: 9781849968744
ISBN-10: 1849968748
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Coles, Stuart
Auflage: 2001
Hersteller: Springer London
Springer-Verlag London Ltd.
Springer Series in Statistics
Maße: 235 x 155 x 13 mm
Von/Mit: Stuart Coles
Erscheinungsdatum: 22.09.2011
Gewicht: 0,347 kg
preigu-id: 107247766
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