Coverart for item
The Resource Statistical analysis of extreme values : with applications to insurance, finance, hydrology and other fields, Rolf-Dieter Reiss, Michael Thomas, (electronic book)

Statistical analysis of extreme values : with applications to insurance, finance, hydrology and other fields, Rolf-Dieter Reiss, Michael Thomas, (electronic book)

Label
Statistical analysis of extreme values : with applications to insurance, finance, hydrology and other fields
Title
Statistical analysis of extreme values
Title remainder
with applications to insurance, finance, hydrology and other fields
Statement of responsibility
Rolf-Dieter Reiss, Michael Thomas
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Reiss, R.-D.
Dewey number
519.5
Index
index present
LC call number
QA273.6
LC item number
.R45 2007eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1967-
http://library.link/vocab/relatedWorkOrContributorName
Thomas, M.
http://library.link/vocab/subjectName
  • Extreme value theory
  • Multivariate analysis
  • Multivariate Analysis
  • Mathematics
  • Probability Theory and Stochastic Processes
  • Statistical Theory and Methods
  • Statistics and Computing/Statistics Programs
  • Statistics for Business/Economics/Mathematical Finance/Insurance
Label
Statistical analysis of extreme values : with applications to insurance, finance, hydrology and other fields, Rolf-Dieter Reiss, Michael Thomas, (electronic book)
Instantiates
Publication
Note
Previous edition: 2001
Bibliography note
Includes bibliographical references (pages 509-511)-and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Modeling and Data Analysis -- Parametric Modeling -- Diagnostic Tools -- Statistical Inference in Parametric Models -- An Introduction to Parametric Inference -- Extreme Value Models -- Generalized Pareto Models -- Advanced Statistical Analysis -- Statistics of Dependent Variables -- Conditional Extremal Analysis -- Statistical Models for Exceedance Processes -- Elements of Multivariate Statistical Analysis -- Basic Multivariate Concepts and Visualization -- Elliptical and Related Distributions -- Multivariate Maxima -- Multivariate Peaks Over Threshold -- Topics in Hydrology and Environmental Sciences -- Flood Frequency Analysis -- Environmental Sciences -- Topics in Finance and Insurance -- Extreme Returns in Asset Prices -- The Impact of Large Claims on Actuarial Decisions -- Topics in Material and Life Sciences -- Material Sciences -- Life Science
Control code
SPR261225489
Dimensions
unknown
Edition
3rd ed.
Extent
1 online resource.
Form of item
online
Isbn
9783764372309
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
9786611344047
Specific material designation
remote
Label
Statistical analysis of extreme values : with applications to insurance, finance, hydrology and other fields, Rolf-Dieter Reiss, Michael Thomas, (electronic book)
Publication
Note
Previous edition: 2001
Bibliography note
Includes bibliographical references (pages 509-511)-and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Modeling and Data Analysis -- Parametric Modeling -- Diagnostic Tools -- Statistical Inference in Parametric Models -- An Introduction to Parametric Inference -- Extreme Value Models -- Generalized Pareto Models -- Advanced Statistical Analysis -- Statistics of Dependent Variables -- Conditional Extremal Analysis -- Statistical Models for Exceedance Processes -- Elements of Multivariate Statistical Analysis -- Basic Multivariate Concepts and Visualization -- Elliptical and Related Distributions -- Multivariate Maxima -- Multivariate Peaks Over Threshold -- Topics in Hydrology and Environmental Sciences -- Flood Frequency Analysis -- Environmental Sciences -- Topics in Finance and Insurance -- Extreme Returns in Asset Prices -- The Impact of Large Claims on Actuarial Decisions -- Topics in Material and Life Sciences -- Material Sciences -- Life Science
Control code
SPR261225489
Dimensions
unknown
Edition
3rd ed.
Extent
1 online resource.
Form of item
online
Isbn
9783764372309
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
9786611344047
Specific material designation
remote

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