國立高雄大學圖資館 |

Language: English

Back

Multivariate extreme value theory an...

Falk, Michael.

Multivariate extreme value theory and d-norms

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

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$q(electronic bk.)

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

181905
Multivariate analysis.

LC Class. No.: QA278 / .F355 2019

Dewey Class. No.: 519.535

Multivariate extreme value theory and d-norms
LDR:01903nmm a2200349 a 4500 001 552934
003 DE-He213
005 20190808111823.0
006 m d
007 cr nn 008maaau
008 191107s2019 gw s 0 eng d
020 $a 9783030038199$q(electronic bk.)
020 $a 9783030038182$q(paper)
024 7 $a 10.1007/978-3-030-03819-9 $2 doi
035 $a 978-3-030-03819-9
040 $a GP $c GP
041 0 $a eng
050 4 $a QA278 $b .F355 2019
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a PBWL $2 thema
082 0 4 $a 519.535 $2 23
090 $a QA278 $b .F191 2019
100 1 $a Falk, Michael. $3 509352
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 181905
650 1 4 $a Probability Theory and Stochastic Processes. $3 274061
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Springer series in operations research and financial engineering. $3 567467
856 4 0 $u https://doi.org/10.1007/978-3-030-03819-9
950 $a Mathematics and Statistics (Springer-11649)