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Multivariate extreme value theory an...

Falk, Michael.

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Multivariate extreme value theory and d-norms

Record Type:	Electronic resources : Monograph/item
Title/Author:	Multivariate extreme value theory and d-norms/ by Michael Falk.
Author:	Falk, Michael.
Published:	Cham :Springer International Publishing : : 2019.,
Description:	x, 241 p. :ill., digital ;24 cm.
[NT 15003449]:	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.
Contained By:	Springer eBooks
Subject:	Multivariate analysis. -
Online resource:	https://doi.org/10.1007/978-3-030-03819-9
ISBN:	9783030038199

Multivariate extreme value theory and d-norms
Falk, Michael.

Multivariate extreme value theory and d-norms[electronic resource] /by Michael Falk. - Cham :Springer International Publishing :2019. - x, 241 p. :ill., digital ;24 cm. - Springer series in operations research and financial engineering,1431-8598. - Springer series in operations research and financial engineering..

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.

ISBN: 9783030038199

Standard No.: 10.1007/978-3-030-03819-9doiSubjects--Topical Terms:

517467
Multivariate analysis.

LC Class. No.: QA278 / .F355 2019

Dewey Class. No.: 519.535

Multivariate extreme value theory and d-norms
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100 1 $a Falk, Michael. $3 3384812
245 1 0 $a Multivariate extreme value theory and d-norms $h [electronic resource] / $c by Michael Falk.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2019.
300 $a x, 241 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer series in operations research and financial engineering, $x 1431-8598
505 0 $a 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.
520 $a 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.
650 0 $a Multivariate analysis. $3 517467
650 1 4 $a Probability Theory and Stochastic Processes. $3 891080
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Springer series in operations research and financial engineering. $3 1619945
856 4 0 $u https://doi.org/10.1007/978-3-030-03819-9
950 $a Mathematics and Statistics (Springer-11649)