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Extreme Value Theory: An Introduction

โœ Scribed by De Haan L., Ferreira A.


Year
2006
Tongue
English
Leaves
421
Edition
1st edition
Category
Library

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โœฆ Synopsis


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 topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications.

โœฆ Subjects


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