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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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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Add this copy of Extreme Value Theory: An Introduction to cart. $65.75, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by Springer.
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New. Print on demand Trade paperback (US). Glued binding. 418 p. Contains: Illustrations, black & white. Springer Operations Research and Financial Engineering.
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