極值統(tǒng)計(jì)建模導(dǎo)論

內(nèi)容概要

This book is intended for both statisticians and non-statisticians alike. It is hoped, in particular, that it will appeal to practitioners of extreme value modeling with limited statistical expertise. The mathematical level is elementary, and detailed mathematical proof is usually sacrificed in favor of heuristic argument. Rather more attention is paid to statistical detail, and many examples are provided by way of illustration. All the computations were carried out using the S-PLUS statistical software program, and corre-sponding datasets and functions are available via the internet as explained in the Appendix.

書籍目錄

1 Introduction   1.1 Basic Concepts   1.2 Examples   1.3 Structure of the Book   1.4 Further Reading 2 Basics of Statistical Modeling   2.1 Introduction   2.2 Basic Statistical Concepts   2.3 Multivariate Distributions   2.4 Random Processes   2.5 Limit Laws   2.6 Parametric Modeling   2.7  Example  2.8  Further Reading3 Classical Extreme Value Theory and Models　3.1  Asymptotic Models　3.2  Asymptotic Models for Minima　3.3  Inference for the GEV Distribution　3.4  Examples　3.5  Model Generalization: the r Largest Order Statistic Model　3.6  Further Reading 4 Threshold Models　4.1  Introduction　4.2  Asymptotic Model Characterization　4.3  Modeling Threshold Excesses  4.4  Examples  4.5 Further Reading5 Extremes of Dependent Swquences6 Extremes of Non-stationary Sequences7 A Point Process Characterization of Extremes8 Multivariate Extremes9 Further TopicsA Computational AspenctsReferencesIndex

編輯推薦

《極值統(tǒng)計(jì)建模導(dǎo)論》由世界圖書出版公司出版。

圖書封面

圖書標(biāo)簽Tags

無

評(píng)論、評(píng)分、閱讀與下載

---

    極值統(tǒng)計(jì)建模導(dǎo)論 PDF格式下載

---