Chargement en cours…
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...
| Cote: | Libro Electrónico |
|---|---|
| Auteurs principaux: | , |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
New York, NY :
Springer New York : Imprint: Springer,
2006.
|
| Édition: | 1st ed. 2006. |
| Collection: | Springer Series in Operations Research and Financial Engineering,
|
| Sujets: | |
| Accès en ligne: | Texto Completo |
Table des matières:
- 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].