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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.
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.
This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion. Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values. The work is an excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity.
| Erscheinungsjahr: | 2006 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Springer Series in Operations Research and Financial Engineering |
| Inhalt: |
xviii
418 S. 18 s/w Illustr. 418 p. 18 illus. |
| ISBN-13: | 9780387239460 |
| ISBN-10: | 0387239464 |
| Sprache: | Englisch |
| Herstellernummer: | 11360346 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: |
Ferreira, Ana
De Haan, Laurens |
| Hersteller: |
Springer US
Springer New York Springer US, New York, N.Y. Springer Series in Operations Research and Financial Engineering |
| Maße: | 241 x 160 x 30 mm |
| Von/Mit: | Ana Ferreira (u. a.) |
| Erscheinungsdatum: | 21.06.2006 |
| Gewicht: | 0,822 kg |
This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion. Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values. The work is an excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity.
| Erscheinungsjahr: | 2006 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Springer Series in Operations Research and Financial Engineering |
| Inhalt: |
xviii
418 S. 18 s/w Illustr. 418 p. 18 illus. |
| ISBN-13: | 9780387239460 |
| ISBN-10: | 0387239464 |
| Sprache: | Englisch |
| Herstellernummer: | 11360346 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: |
Ferreira, Ana
De Haan, Laurens |
| Hersteller: |
Springer US
Springer New York Springer US, New York, N.Y. Springer Series in Operations Research and Financial Engineering |
| Maße: | 241 x 160 x 30 mm |
| Von/Mit: | Ana Ferreira (u. a.) |
| Erscheinungsdatum: | 21.06.2006 |
| Gewicht: | 0,822 kg |
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