Extreme value methods with applications to finance /
Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers--in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statistician...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press,
©2012.
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| Series: | Monographs on statistics and applied probability (Series) ;
122. |
| Subjects: | |
| Online Access: |
Full text (Emmanuel users only) |
Table of Contents:
- pt. 1. Distribution of extremes
- pt. 2. Statistics of extremes.