Applied Extreme Value Statistics

With a Special Focus on the ACER Method

Arvid Naess

$291.95 $233.16

Hardback

Not in-store but you can order this
How long will it take?

Availability Information

We source books from suppliers in Australia and overseas. For books we don't currently have in stock, the time it takes to get them from our suppliers can vary widely - from a few days to a few months - so we check each book with each supplier to determine the expected time it will take to be supplied to us.

We then advise you accordingly. If the time taken to get any book is too long for you, you can let us know and we will cancel or adjust your order, and refund as required.

To find out the anticipated arrival time for specific items prior to ordering, please contact us by phone or email:

Phone +61 2 9264 3111, or 1800 4 BOOKS (1800 4 26657) if outside Sydney:
option 1 Abbey's Bookshop (Crime, History, Science, Kids & more) • info@abbeys.com.au
option 2 Language Book Centre (ESL & Foreign Languages) • language@abbeys.com.au
option 3 Galaxy Bookshop (Sci-fi, Fantasy, Romance, Graphic Novels) • sf@galaxybooks.com.au

QTY:

English

Springer International Publishing AG
14 June 2024

Probability & statistics; Stochastics

This book does not focus solely on asymptotic extreme value distributions. In addition to the traditional asymptotic methods, it introduces a data-driven, computer-based method, which provides insights into the exact extreme value distribution inherent in the data, and which avoids asymptotics. It therefore differs from currently available texts on extreme value statistics in one very important aspect. The method described provides a unique tool for diagnostics, and for efficient and accurate extreme value prediction based on measured or simulated data. It also has straightforward extensions to multivariate extreme value distributions.

The first half provides an introduction to extreme value statistics with an emphasis on applications. It includes chapters on classical asymptotic theories and threshold exceedance models, with many illustrative examples. The mathematical level is elementary and, to increase readability, detailed mathematical proofs have been avoided in favour of heuristic arguments. The second half presents in some detail specialized topics that illustrate the power and the limitations of the concepts discussed. With diverse applications to science, engineering and finance, the techniques described in this book will be useful to readers from many different backgrounds.

By: Arvid Naess
Imprint: Springer International Publishing AG
Country of Publication: Switzerland
Edition: 2024 ed.
Dimensions: Height: 235mm, Width: 155mm,
ISBN: 9783031607684
ISBN 10: 3031607686
Pages: 268
Publication Date: 14 June 2024
Audience: Professional and scholarly , Undergraduate
Format: Hardback
Publisher's Status: Active

Arvid Naess is Professor of Statistics at the Norwegian University of Science and Technology in Trondheim, Norway. Over many years he has worked on a wide range of problems related to the application of probability and statistics in science and engineering. He is a recipient of the Alfred M. Freudenthal Medal from ASCE, and a Fellow of ASCE, ASME, EMI. He is an elected member of The Royal Norwegian Society (DKNVS) and The Norwegian Academy of Technological Sciences (NTVA).