Extreme Value Theory

Name: Extreme Value Theory
Brand: Springer-Verlag New York Inc.
SKU: 9780387239460
Price: 540.42 RON
Availability: InStock

An Introduction

Autor: Laurens de Haan, Ana Ferreira

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Legare: Copertă tare

Editura: Springer-Verlag New York Inc.

Disponibilitate: În depozitul extern

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Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabil...

Informații despre carte

Autor

Laurens de Haan, Ana Ferreira

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2006

Pagini

418

EAN

9780387239460

ISBN

0387239464

Enbook ID

01381135

Editura

Springer-Verlag New York Inc.

Greutate

810

Dimensiuni

163 x 241 x 29

Descriere completă

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications.§The presentation concentrates on the probabilistic and statistical aspects of extreme values such as limiting results, domains of attraction and development of estimators without emphasizing related topics such as point processes, empirical distribution functions and Brownian motion. An appendix on regular variation has been added since some required results in that area are not available in book form. The usefulness of the statistical theory is shown by treating several case studies in detail.§The book is a thorough, accessible, self-contained, graduate level treatment of modern extreme value theory and some of its applications. It is aimed at graduate students and researchers and requires only maturity in mathematics and statistics.

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Extreme Value Theory

An Introduction

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