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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| Auteurs principaux: | , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edição: | 1st ed. 2006. |
| Colecção: | 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 |
Sumário:
- 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].
- 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