Extreme value theory : an introduction
著者
書誌事項
Extreme value theory : an introduction
（Springer series in operations research and financial engineering）
Springer, c2006
- : pbk
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注記
Includes bibliographical references (p. [409]-413) and index
内容説明・目次
内容説明
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
目次
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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