Extreme value theory : an introduction
Author(s)
Bibliographic Information
Extreme value theory : an introduction
（Springer series in operations research and financial engineering）
Springer, c2006
- : pbk
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Note
Includes bibliographical references (p. [409]-413) and index
Description and Table of Contents
Description
Focuses on theoretical results along with applications
All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion
Concentration is on the probabilistic and statistical aspects of extreme values
Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity
Table of Contents
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].
by "Nielsen BookData"