极值统计建模导论
2008-3
世界图书出版公司
科尔斯
208
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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.
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
《极值统计建模导论》由世界图书出版公司出版。
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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