Extreme Value Theory An Introduction /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: de Haan, Laurens (Autor), Ferreira, Ana (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2006.
Edición:1st ed. 2006.
Colección:Springer Series in Operations Research and Financial Engineering,
Temas:
Probabilities.
Statistics .
Mathematics.
Probability Theory.
Statistical Theory and Methods.
Applications of Mathematics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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].

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