Extreme value theory : an introduction
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...
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| Principais autores: | , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edição: | 1st ed. 2006. |
| coleção: | Springer Series in Operations Research and Financial Engineering
|
| Assuntos: | |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 24 mars 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Extreme Value Theory, Texte imprimé, 9780387504025 • Extreme value theory, an introduction, Laurens de Haan, Ana Ferreira, 2006, New York, Springer, 1 volume (XVI-417 pages), Springer series in operations research and financial engineering, 978-0-387-23946-0 • Extreme value theory, an introduction, Laurens de Haan, Ana Ferreira, 2006, New York, Springer, 1 volume (XVI-417 pages), Springer series in operations research and financial engineering, 978-0-387-23946-0 |
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| 100 | 1 | |a Haan, Laurens de. | |
| 245 | 1 | 0 | |a Extreme value theory : |b an introduction |c by Laurens Haan, Ana Ferreira. |
| 250 | |a 1st ed. 2006. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Springer Series in Operations Research and Financial Engineering |x 2197-1773 | |
| 500 | |a Description d'après consultation du 24 mars 2011 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 505 | 1 | |a 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]. | |
| 505 | 0 | |a Part I : One-Dimensional Observations -- 1- Limit Distributions and Domains of Attraction -- 2- Extreme and Intermediate Order Statistics -- 3- Estimation of the Extreme Value Index and Testing -- 4- Extreme Quantile and Tail Estimation -- 5- Advanced Topics -- Part II : Finite-Dimensional Observations -- 6- Basic Theory -- 7- Estimation of the Dependence Structure -- 8- Estimation of the Probability of a Failure Set -- Part III : Observations That Are Stochastic Processes -- 9- Basic Theory in C[0,1] -- 10- Estimation in C[0,1] -- Part IV : Appendix | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Théorie des valeurs extrêmes | ||
| 700 | 1 | |a Ferreira, Ana, |d 1969- |4 aut | |
| 776 | 0 | |t Extreme Value Theory |b Texte imprimé |z 9780387504025 | |
| 776 | 0 | |0 110179072 |t Extreme value theory |o an introduction |f Laurens de Haan, Ana Ferreira |d 2006 |c New York |n Springer |p 1 volume (XVI-417 pages) |s Springer series in operations research and financial engineering |z 978-0-387-23946-0 | |
| 776 | 0 | |0 110179072 |t Extreme value theory |o an introduction |f Laurens de Haan, Ana Ferreira |d 2006 |c New York |n Springer |p 1 volume (XVI-417 pages) |s Springer series in operations research and financial engineering |z 978-0-387-23946-0 | |
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