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
Extreme Value Theory: An Introduction
โ Scribed by Laurens de Haan, Ana Ferreira
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Leaves
- 421
- Series
- Springer Series in Operations Research
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
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Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is el
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