ENGLISH

Extreme Value Theory: An Introduction

By De Haan L. , Ferreira A.

Book information

Year
2006
ISBN
0387344713, 0387239464
Open Library ID
OL7444604M
Language
english
Format
PDF
Filesize
13 MB (13473143 bytes)
Edition
1st edition
Pages
421\421
Library
mexmat
Time added
2009-07-20 03:45:11
Математика;Теория вероятностей и математическая ст

Description

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications.

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