Modelling Extremal Events
Author | : Paul Embrechts |
Publisher | : Springer Science & Business Media |
Total Pages | : 657 |
Release | : 2013-03-14 |
ISBN-10 | : 9783642334832 |
ISBN-13 | : 3642334830 |
Rating | : 4/5 (32 Downloads) |
Download or read book Modelling Extremal Events written by Paul Embrechts and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 657 pages. Available in PDF, EPUB and Kindle. Book excerpt: "A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS