An Introduction to Statistical Modeling of Extreme Values

Authors:

ISBN: 978-1-84996-874-4 (Print) 978-1-4471-3675-0 (Online)

Table of contents (9 chapters)

  1. Front Matter

    Pages iii-xiv

  2. No Access

    Chapter

    Pages 1-17

    Introduction

  3. No Access

    Chapter

    Pages 18-44

    Basics of Statistical Modeling

  4. No Access

    Chapter

    Pages 45-73

    Classical Extreme Value Theory and Models

  5. No Access

    Chapter

    Pages 74-91

    Threshold Models

  6. No Access

    Chapter

    Pages 92-104

    Extremes of Dependent Sequences

  7. No Access

    Chapter

    Pages 105-123

    Extremes of Non-stationary Sequences

  8. No Access

    Chapter

    Pages 124-141

    A Point Process Characterization of Extremes

  9. No Access

    Chapter

    Pages 142-168

    Multivariate Extremes

  10. No Access

    Chapter

    Pages 169-183

    Further Topics

  11. Back Matter

    Pages 185-209