By Rolf-Dieter Reiss,Michael Thomas
Statistical research of maximum info is key to many disciplines together with hydrology, coverage, finance, engineering and environmental sciences. This ebook presents a self-contained advent to parametric modeling, exploratory research and statistical interference for severe values. For this 3rd version, the whole textual content has been completely up to date and rearranged to fulfill modern specifications, with new sections and chapters tackle such issues as dependencies, the conditional research and the multivariate modeling of utmost information. New chapters comprise an outline of Reduced-Bias Estimation; The Spectral Decomposition method; approximately Tail Independence; and severe price records of based Random Variables.