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Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Extreme Value Theory (Record no. 425067)

MARC details
000 -LEADER
fixed length control field 03942nam a22005535i 4500
020 ## - INTERNATIONAL STANDARD BOOKNUMBER
International Standard Book Number 9780387344713
-- 978-0-387-34471-3
024 7# -
-- 10.1007/0-387-34471-3
-- doi
040 ## -
-- ISI Library, Kolkata
050 #4 -
-- QA273.A1-274.9
050 #4 -
-- QA274-274.9
072 #7 -
-- PBT
-- bicssc
072 #7 -
-- MAT029000
-- bisacsh
072 #7 -
-- PBT
-- thema
072 #7 -
-- PBWL
-- thema
082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Haan, Laurens de.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
245 10 - TITLE STATEMENT
Title Extreme Value Theory
Medium [electronic resource] :
Remainder of title An Introduction /
Statement of responsibility, etc by Laurens de Haan, Ana Ferreira.
942 ## - ADDED ENTRY ELEMENTS(KOHA)
Koha item type E-BOOKS
100 1# - MAIN ENTRY--PERSONAL NAME
-- author.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS
Place of production, publication, distribution, manufacture New York, NY :
Name of producer, publisher, distributor, manufacturer Springer New York,
Date of production, publication, distribution, manufacture 2006.
300 ## -
-- XVIII, 418 p. 18 illus.
-- online resource.
336 ## - CONTENT TYPE
Content Type Term text
Content Type Code txt
Source rdacontent
337 ## - MEDIA TYPE
Media Type Term computer
Media Type Code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier Type Term online resource
Carrier Type Code cr
Source rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# -
-- Springer Series in Operations Research and Financial Engineering,
-- 1431-8598
505 0# -
-- One-Dimensional Observations -- Limit Distributions and Domains of Attraction -- Extreme and Intermediate Order Statistics -- Estimation of the Extreme Value Index and Testing -- Extreme Quantile and Tail Estimation -- Advanced Topics -- Finite-Dimensional Observations -- Basic Theory -- Estimation of the Dependence Structure -- Estimation of the Probability of a Failure Set -- Observations That Are Stochastic Processes -- Basic Theory in C[0,1] -- Estimation in C[0, 1].
520 ## -
-- 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. The presentation concentrates on the probabilistic and statistical aspects of extreme values such as limiting results, domains of attraction and development of estimators without emphasizing related topics such as point processes, empirical distribution functions and Brownian motion. An appendix on regular variation has been added since some required results in that area are not available in book form. The usefulness of the statistical theory is shown by treating several case studies in detail. The book is a thorough, accessible, self-contained, graduate level treatment of modern extreme value theory and some of its applications. It is aimed at graduate students and researchers and requires only maturity in mathematics and statistics.
650 #0 -
-- Distribution (Probability theory.
650 #0 -
-- Mathematical statistics.
650 #0 -
-- Mathematics.
650 14 -
-- Probability Theory and Stochastic Processes.
-- http://scigraph.springernature.com/things/product-market-codes/M27004
650 24 -
-- Statistical Theory and Methods.
-- http://scigraph.springernature.com/things/product-market-codes/S11001
650 24 -
-- Applications of Mathematics.
-- http://scigraph.springernature.com/things/product-market-codes/M13003
700 1# -
-- Ferreira, Ana.
-- author.
-- aut
-- http://id.loc.gov/vocabulary/relators/aut
710 2# -
-- SpringerLink (Online service)
773 0# -
-- Springer eBooks
776 08 -
-- Printed edition:
-- 9780387504025
776 08 -
-- Printed edition:
-- 9781441920201
776 08 -
-- Printed edition:
-- 9780387239460
830 #0 -
-- Springer Series in Operations Research and Financial Engineering,
-- 1431-8598
856 40 -
-- https://doi.org/10.1007/0-387-34471-3
912 ## -
-- ZDB-2-SMA
950 ## -
-- Mathematics and Statistics (Springer-11649)

No items available.

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