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Applied Extreme Value Statistics

Posted By: hill0
Date: 14 Jun 2024 07:17:11
Applied Extreme Value Statistics

Applied Extreme Value Statistics: With a Special Focus on the ACER Method
English | 2024 | ISBN: 3031607686 | 282 Pages | PDF EPUB (True) | 27 MB

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.
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