Multivariate Extreme Value Theory and D-Norms
(Sprache: Englisch)
This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with...
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Klappentext zu „Multivariate Extreme Value Theory and D-Norms “
This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views on D-norms from a functional analysis perspective and from stochastic geometry underline the aim of this book to reveal mathematical structures. This book is intended for mathematicians with a basic knowledge of analysis and probability theory, including Fubini's theorem.
Inhaltsverzeichnis zu „Multivariate Extreme Value Theory and D-Norms “
1. ¿D-Norms.- 2. D-Norms & Multivariate Extremes.- 3. Copulas & Multivariate Extremes.- 4. An Introduction to Functional Extreme Value Theory.- 5. Further Applications of D-Norms to Probability & Statistics.
Bibliographische Angaben
- Autor: Michael Falk
- 2019, 1st ed. 2019, X, 241 Seiten, Masse: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer, Berlin
- ISBN-10: 3030038181
- ISBN-13: 9783030038182
- Erscheinungsdatum: 19.02.2019
Sprache:
Englisch
Pressezitat
"This interesting monograph contains an excellent, almost complete account of the contemporary knowledge about D-norms. ... The book can be used as textbook for course on METV." (Wieslaw Dziubdziela, zbMATH 1428.60002, 2020)
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