02406nam 22004455 450 991033825110332120200705194638.03-030-03819-X10.1007/978-3-030-03819-9(CKB)4100000007598442(DE-He213)978-3-030-03819-9(MiAaPQ)EBC5689295(PPN)235004324(EXLCZ)99410000000759844220190207d2019 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierMultivariate Extreme Value Theory and D-Norms /by Michael Falk1st ed. 2019.Cham :Springer International Publishing :Imprint: Springer,2019.1 online resource (X, 241 p. 5 illus.) Springer Series in Operations Research and Financial Engineering,1431-85983-030-03818-1 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.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. .Springer Series in Operations Research and Financial Engineering,1431-8598ProbabilitiesProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Probabilities.Probability Theory and Stochastic Processes.519.2519.535Falk Michaelauthttp://id.loc.gov/vocabulary/relators/aut535883BOOK9910338251103321Multivariate Extreme Value Theory and D-Norms1732600UNINA