Statistical Analysis of Extreme Values: From Insurance, Finance, Hydrology and Other Fields
"The book is well written. It assumes a knowledge of statistics, but many of the ideas and techniques can be used by a nonstatistician. As a handbook for XTREMES, it is excellent, and I recommend it highly."-Computing Reviews"The present book is a valuable contribution to the various theoretical and applied problems in the area of extreme value theory...a pleasure to read."-Statistics & Decisions"The book is however much more than a manual for the program and it would provide an excellent introduction to the subject for any statistician looking for a practical introduction to the subject of extreme values."- J. Time Series Analysis"With general statistics software, appropriate tools for the analysis of real extreme value problems are rarely provided. XTREMES excellently fills this gap in the statistics software market."-Computational Statistics"For a practitioner from industry, insurance, or finance who is less concerned with understanding the underlying probability and more interested in applications, this new book will be a good buy."-JASA"The book can be highly recommended to all who deal with statistics of extremes." -Zeitschrift fur Mathematik--This text refers to an alternatePaperbackedition.