Provides broad statistical background as well as instruction in the statistical analysis of extreme values. Includes special chapters about flood frequency analysis, insurance, and finance. The CD-ROM offers a 32-bit statistical software called Xtremes. System requirements not listed. Softcover.
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24 of 24 people found the following review helpful:
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This review is from: Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields (Paperback)
The second edition came out in 2001 and although my previous review is listed here it refers to the first edition. Professor Reiss sent me a copy of the second edition and I browsed through it to see what has changed. Except for the words "Second Edition" in the upper left corner of the cover page the cover is the same as the original. A closer look through the text shows that there are substantial changes. The original text was 316 pages long with 35 references and a CD Rom on the back page. The new edition is 443 pages with 51 references and a CD Rom on the back page (this is version 3.0 of Xtremes).
The preface to the second edition tells you precisely what is added. There are 8 new contributing authors who are Stuart Coles , Jurg Husler, Daniel Dietrich, Dietnar Pfeifer, Humberto Vaquera, Jose Villasenor, Pieter van Gelder and Dan Lungu and apparently the two main authors will encourage more contributors for a third edition. The authors are very much interested in demonstrating applications of extreme value theory using their Xtremes software and generously invite others to join in. The structure and theme of the book has not changed. Section I on modeling and analysis has replaced the section on robust statistics with a section called heavy and fat-tailed distributions. The sections are slightly longer in the second edition. Chapter 2 has an additional section called the auto-tail-dependence function. Part II on inference for parametric models includes a whole new chapter on Poisson Processes (Chapter 7). In Part III on multivariate methods, Chapter 9 on multivariate maxima includes a new section on the Gumbel-McFadden Model and Chapter 10 a new section on bivariate peaks over a threshold. Part IV on topics in Hydrology, Insurance and Finance is totally revised and consists of Chapters 11-14 in place of the original Chapters 9-11. The old Chapters 9 and 10 are now Chapters 12 and 13 respectively. In Part V there are again five case studies but they are totally new ones with the new authors that are acknowledged in the preface. In the appendix they have replaced the description of the XPL programming language with the StatPascal language.
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Inside This Book
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First Sentence:
Chapter 1 is basic for the understanding of the main subject treated in this book. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
Continuation of Example, New York, Advanced Statistical Analysis, Transform Data, Water Resour, Feather River, Monte Carlo, Basle Committee, Death Valley, Generate Discrete Data, Read Data, Xtremes Multivariate Data, Xtremes Univariate Data, Academic Press, Generalized Pareto Distribution, Generate Univariate Data, List Data, Use Data New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Chapter 1 is basic for the understanding of the main subject treated in this book. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
Continuation of Example, New York, Advanced Statistical Analysis, Transform Data, Water Resour, Feather River, Monte Carlo, Basle Committee, Death Valley, Generate Discrete Data, Read Data, Xtremes Multivariate Data, Xtremes Univariate Data, Academic Press, Generalized Pareto Distribution, Generate Univariate Data, List Data, Use Data New!
Books on Related Topics Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 33
books:
See all 33 books this book cites
2
books
cite this book:
- Value Analysis (Open Learning for Supervisory Management) by National Examinations Board for Supervisory Studies on 13 pages
- Stable Distributions by John Nolan on 5 pages
- Practical Analysis of Extreme Values by Jan Beirlant on page 378, and Back Matter
- Extreme Values (Monographs on Statistics and Probability) by R. L. Smith on page 366
- Empirical Processes with Applications to Statistics (Wiley Series in Probability and Statistics) by Galen R. Shorack on page 166
See all 33 books this book cites
- Empirical Process Techniques for Dependent Data by Herold Dehling in Back Matter
- Levy Processes by Ole Eiler Barndorff-Nielsen in Back Matter
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