Extreme Value Theory

An Introduction
 Previously published in hardcover
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Preface.- Part I: 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.- More Advanced Topics.- Part II: Finite-Dimensional Observations.- Basic Theory.- Estimating the Dependence Structure.- Estimation of the Probability of a Failure Set.- Part III: Observations that are Stochastic Processes.- Basic Theory.- Examples.- Estimation.- Appendix A: Regular Variation (proofs).
Focuses on theoretical results along with applications
All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion



Concentration is on the probabilistic and statistical aspects of extreme values



Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity

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Autor: Laurens De Haan
ISBN-13 :: 9781441920201
ISBN: 144192020X
Erscheinungsjahr: 29.11.2010
Verlag: Springer New York
Gewicht: 655g
Seiten: 436
Sprache: Englisch
Auflage Softcover reprint of hardcover 1st ed. 2006.
Sonstiges: Taschenbuch, 235x155x23 mm
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