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Extreme Value Theory

Name: Extreme Value Theory
Brand: Springer-Verlag New York Inc.
SKU: 01381135
Price: 39838 HUF
Availability: InStock
Author: Laurens de Haan
ISBN: 9780387239460

An Introduction

Laurens de Haan

Ana Ferreira

Language

English

Book Hardback

Libristo code: 01381135

Publishers Springer-Verlag New York Inc., June 2006

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabil... Full description

Libristo code: 01381135

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Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications.§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.