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Englisch
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Beschreibung
This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion. Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values. The work is an excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity.
This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion. Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values. The work is an excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity.
Zusammenfassung
This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion. Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values. The work is an excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity.
Inhaltsverzeichnis
One-Dimensional Observations.- Limit Distributions and Domains of Attraction.- Extreme and Intermediate Order Statistics.- Estimation of the Extreme Value Index and Testing.- Extreme Quantile and Tail Estimation.- Advanced Topics.- Finite-Dimensional Observations.- Basic Theory.- Estimation of the Dependence Structure.- Estimation of the Probability of a Failure Set.- Observations That Are Stochastic Processes.- Basic Theory in C[0,1].- Estimation in C[0, 1].
Details
| Erscheinungsjahr: | 2010 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Reihe: | Springer Series in Operations Research and Financial Engineering |
| Inhalt: |
xviii
418 S. 18 s/w Illustr. 418 p. 18 illus. |
| ISBN-13: | 9781441920201 |
| ISBN-10: | 144192020X |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: |
De Haan, Laurens
Ferreira, Ana |
| Hersteller: |
Springer
Springer US, New York, N.Y. Springer Series in Operations Research and Financial Engineering |
| Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 24 mm |
| Von/Mit: | Laurens De Haan (u. a.) |
| Erscheinungsdatum: | 29.11.2010 |
| Gewicht: | 0,657 kg |