Multivariate Extreme Value Theory and D-Norms / / by Michael Falk
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Falk Michael
|
| Titolo: |
Multivariate Extreme Value Theory and D-Norms / / by Michael Falk
|
| Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Edizione: | 1st ed. 2019. |
| Descrizione fisica: | 1 online resource (X, 241 p. 5 illus.) |
| Disciplina: | 519.2 |
| 519.535 | |
| Soggetto topico: | Probabilities |
| Probability Theory and Stochastic Processes | |
| Nota di contenuto: | 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. |
| 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. . |
| Titolo autorizzato: | Multivariate Extreme Value Theory and D-Norms |
| ISBN: | 3-030-03819-X |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910338251103321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Springer Series in Operations Research and Financial Engineering, . 1431-8598