Multivariate Extreme Value Theory and D-Norms

 
 
Springer (Verlag)
  • erschienen im März 2019
 
  • Buch
  • |
  • Hardcover
  • |
  • X, 241 Seiten
978-3-030-03818-2 (ISBN)
 
This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views on D-norms from a functional analysis perspective and from stochastic geometry underline the aim of this book to reveal mathematical structures. This book is intended for mathematicians with a basic knowledge of analysis and probability theory, including Fubini's theorem.
Book
2018
  • Englisch
  • Cham
  • |
  • Schweiz
Springer International Publishing
  • Für Beruf und Forschung
  • 5 s/w Abbildungen
  • |
  • 5 schwarz-weiße Abbildungen, Bibliographie
  • Höhe: 241 mm
  • |
  • Breite: 159 mm
  • |
  • Dicke: 22 mm
  • 530 gr
978-3-030-03818-2 (9783030038182)
10.1007/978-3-030-03819-9
weitere Ausgaben werden ermittelt
1. ¿D-Norms.- 2. D-Norms & Multivariate Extremes.- 3. Copulas & Multivariate Extremes.- 4. An Introduction to Functional Extreme Value Theory.- 5. Further Applications of D-Norms to Probability & Statistics.
This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views on D-norms from a functional analysis perspective and from stochastic geometry underline the aim of this book to reveal mathematical structures. This book is intended for mathematicians with a basic knowledge of analysis and probability theory, including Fubini's theorem.

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