Michael Falk

Multivariate Extreme Value Theory and D-Norms (eBook, PDF)

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 241
• Erscheinungstermin: 7. Februar 2019
• Englisch
• ISBN-13: 9783030038199
• Artikelnr.: 55139218

Inhaltsangabe

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.

Rezensionen

"This interesting monograph contains an excellent, almost complete account of the contemporary knowledge about D-norms. ... The book can be used as textbook for course on METV." (Wieslaw Dziubdziela, zbMATH 1428.60002, 2020)