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Extreme Values: Statistical Analysis Using R

Handbook / Manual

Series: Wiley Series in Probability and Statistics

By: Lee Fawcett and David Walshaw

384 pages, illustrations

John Wiley & Sons

Hardback | Mar 2017 | #197640 | ISBN-13: 9780470746455
Available for pre-order: Due Mar 2017 Details
NHBS Price: £60.00 $77/€71 approx

About this book

The statistical analysis of extremes is becoming more and more prevalent as we observe increasing levels of variability and turbulence, both in the natural world, and within social organizations such as commercial and financial institutions. In this book, full coverage is given to the analysis of extreme value data using R, providing the reader with the best starting point for analyzing data when the aim is inference about extreme values of the underlying process. The main topics in extreme value analysis are featured, together with a clear practical guide on how to implement the relevant statistical analysis using R. The book is aimed at those needing to carry out extreme value analyses, examples used will be taken from applications in engineering, reliability studies and in financial analysis where extremes are of interest (e.g. insurance/reinsurance).


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