Información General

• Autores: Laurens De Haan, Ana Ferreira
• Editores: New York : Springer, [2006
• Año de publicación: 2006
• País: Estados Unidos
• Idioma: inglés
• ISBN: 0-387-23946-4, 978-0-387-23946-0, 978-0-387-34471-3
• Texto completo no disponible (Saber más ...)

Resumen

• This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood.

  Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values without major emphasis on such related topics as regular variation, point processes, empirical distribution functions, and Brownian motion.

  The work is an excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity.

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• Red de Bibliotecas Universitarias (REBIUN)

Índice

• Preface.- Part I: 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.- More Advanced Topics.- Part II: Finite-Dimensional Observations.- Basic Theory.- Estimating the Dependence Structure.- Estimation of the Probability of a Failure Set.- Part III: Observations that are Stochastic Processes.- Basic Theory.- Examples.- Estimation.- Appendix A: Regular Variation (proofs).