{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":17,"n_cols":5,"rows_kept":17,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[2,4,2,5],[3,2,3,3],[4,2,4,3],[5,2,5,3],[6,2,6,3],[7,2,7,3],[8,2,8,3],[10,2,10,3],[12,2,12,3],[13,2,13,3],[15,2,15,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910338251103321"]
[null,null,"Autore",null,"Falk Michael"]
[null,null,"Titolo",null,"Multivariate Extreme Value Theory and D-Norms / / by Michael Falk"]
[null,null,"Pubbl/distr/stampa",null,"Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019"]
[null,null,"ISBN",null,"3-030-03819-X"]
[null,null,"Edizione",null,"[1st ed. 2019.]"]
[null,null,"Descrizione fisica",null,"1 online resource (X, 241 p. 5 illus.)"]
[null,null,"Collana",null,"Springer Series in Operations Research and Financial Engineering, , 1431-8598"]
[null,null,"Disciplina",null,"519.2"]
[{"$nulls":4},"519.535"]
[null,null,"Soggetti",null,"Probabilities"]
[{"$nulls":4},"Probability Theory and Stochastic Processes"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,"Nota di contenuto",null,"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."]
[null,null,null,"Sommario/riassunto","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. ."]