Buch, Englisch, 241 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 547 g
Reihe: Springer Series in Operations Research and Financial Engineering
Buch, Englisch, 241 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 547 g
Reihe: Springer Series in Operations Research and Financial Engineering
ISBN: 978-3-030-03818-2
Verlag: Springer International Publishing
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
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.
