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001 978-0-387-34471-3
003 DE-He213
005 20181204131307.0
007 cr nn 008mamaa
008 100301s2006 xxu| s |||| 0|eng d
020 _a9780387344713
_9978-0-387-34471-3
024 7 _a10.1007/0-387-34471-3
_2doi
040 _aISI Library, Kolkata
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aPBWL
_2thema
082 0 4 _a519.2
_223
100 1 _aHaan, Laurens de.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aExtreme Value Theory
_h[electronic resource] :
_bAn Introduction /
_cby Laurens de Haan, Ana Ferreira.
264 1 _aNew York, NY :
_bSpringer New York,
_c2006.
300 _aXVIII, 418 p. 18 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Series in Operations Research and Financial Engineering,
_x1431-8598
505 0 _aOne-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 _aExtreme 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 _aDistribution (Probability theory.
650 0 _aMathematical statistics.
650 0 _aMathematics.
650 1 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
650 2 4 _aStatistical Theory and Methods.
_0http://scigraph.springernature.com/things/product-market-codes/S11001
650 2 4 _aApplications of Mathematics.
_0http://scigraph.springernature.com/things/product-market-codes/M13003
700 1 _aFerreira, Ana.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387504025
776 0 8 _iPrinted edition:
_z9781441920201
776 0 8 _iPrinted edition:
_z9780387239460
830 0 _aSpringer Series in Operations Research and Financial Engineering,
_x1431-8598
856 4 0 _uhttps://doi.org/10.1007/0-387-34471-3
912 _aZDB-2-SMA
942 _cEB
950 _aMathematics and Statistics (Springer-11649)
999 _c425067
_d425067