E-Book, Englisch, 241 Seiten, eBook
Reihe: Springer Series in Operations Research and Financial Engineering
Falk Multivariate Extreme Value Theory and D-Norms
1. Auflage 2019
ISBN: 978-3-030-03819-9
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 241 Seiten, eBook
Reihe: Springer Series in Operations Research and Financial Engineering
ISBN: 978-3-030-03819-9
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
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.
