Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields | 
| Authors: Rolf-dieter Reiss, Michael Thomas
Publisher: Birkhaeuser Basel
Category: Book
List Price: $79.95
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Avg. Customer Rating:  2 reviews
Sales Rank: 1171639
Media: Paperback
Edition: 3rd
Number Of Items: 1
Pages: 511
Shipping Weight (lbs): 2.9
Dimensions (in): 9.4 x 6.7 x 1.2
ISBN: 3764372303
Dewey Decimal Number: 519
EAN: 9783764372309
ASIN: 3764372303
Publication Date: July 6, 2007
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Product Description
PThe statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values./P P/P PThe entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I#x2013;III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV#x2013;VI./P
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| Customer Reviews:
 Lack of practical insight September 20, 2001
2 out of 4 found this review helpful
Although the treatment of many extreme values distributions is rather complete at a theoretical point of view, very few practical considerations with respect to the actual way one should use these various EV models is provided. Unless you already know which class of EV distribution to use in your case, this book will not serve much. An overly important aspect of fitting distributions concerns the family of distribution to use for fitting a particular data, and here i haven't found much insight about practical considerations in this book. This is an important gap in this book because it is due to be practical.pOn the other hand, the estimation of particular EV distributions is thoroughly covered, with theoretical (many references) and practical issues (for the estimation only) well described in every section.pAnother negative point concerns the distribution of XTREMES provided with the book which is far from complete, and with bugs (changing on-line the values of the parameters of some distributions makes it crash...). I consider this book as a theoretically extended version of the manual of XTREMES, but not a self-sontained statistical book.pIn summary, if you are interested in a very specific EV family, then this book can be useful, but not as a textbook. Rather go to Castillo (EV in engineering) for a good textbook on EV distributions.
 Brilliant book! August 7, 2000
1 out of 5 found this review helpful
Especially it is very interesting and advantageous in parts of EVT applicacation in Insurance and Finance!
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