TY - JOUR
AU1 - Saxl, Ivan
AU2 - Křížek, Michal
AB - 53 (2008) APPLICATIONS OF MATHEMATICS No. 6, 599–600 R.-D. Reiss, M. Thomas: STATISTICAL ANALYSIS OF EXTREME VALUES. Birkhäuser-Verlag, Basel-Boston-Berlin, 2007. ISBN 978-3-7643-7230-9, xvii+511 pages, 128 figures, price EUR 59.90. The third edition of this successful book can be understood as a recollection of its first appearance ten years ago (the second edition was in 2001). To recommend such a book seems rather inutile at first sight. Nonetheless, a short description of its contents is necessary for new readers and the enumeration of carried out changes can be useful for those who are acquainted with the previous editions. The book has six sections. The basic extreme value methodology is treated in the first three sections entitled sufficiently descriptively as Modeling and Data Analysis, Statistical Inference in Parametric Models and Elements of Multivariate Statistical Analysis. Extended sections (in comparison with the previous editions) of these introductory chapters devote at- tention to goodness-of-fit tests, super-heavy tailed distributions, jack-knife method, partial reduction of multivariate questions to univariate ones and to tail dependence/independence problems. The new subchapters of the second chapter are Extreme Value Statistics of Dependent Random Variables, Conditional Extreme Analysis, and Elliptical and Related Distributions. The following three chapters are devoted to 
TI - Book reviews
JF - Applications of Mathematics
DO - 10.1007/s10492-008-0044-7
DA - 2008-12-01
UR - https://www.deepdyve.com/lp/springer-journals/book-reviews-btna0DDCSa
SP - 599
EP - 600
VL - 53
IS - 6
DP - DeepDyve
ER -