极值统计建模导论

所属分类:数学  
出版时间:2008-3   出版时间:世界图书出版公司   作者:科尔斯   页数:208  

内容概要

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.

书籍目录

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

编辑推荐

《极值统计建模导论》由世界图书出版公司出版。

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用户评论 (总计4条)

 
 

  •     介绍的还是很容易懂的,值得读一下
  •     非常好的书, 值的一读. 英文不是很好的, 可以和史道济老师的<实用极值统计>配合着读, 效果可能会很好.
  •     比较薄,但是写的思路很清晰,读起来也比较舒服,算是极值统计的入门教材。
  •     书还不错,就是难啃
 

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