Multivariate Extreme Value Theory and D-Norms / by Michael Falk

Von:

Falk, Michael [VerfasserIn]

Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Reihen: Springer Series in Operations Research and Financial Engineering | SpringerLink BücherVerlag: Cham : Springer, 2019Beschreibung: 1 Online-Ressource (X, 241 Seiten) : 5 IllustrationenISBN:

9783030038199

Schlagwörter:

Andere physische Formen: 9783030038182 | 9783030038205 | Erscheint auch als: Multivariate extreme value theory and D-norms. Druck-Ausgabe Cham : Springer, 2019. X, 241 Seiten | Printed edition: 9783030038182 | Printed edition: 9783030038205 DDC-Klassifikation:

519.2

MSC: MSC: *60-02 | 60G70 | 60E99LOC-Klassifikation:

QA273.A1-274.9 QA274-274.9
QA273.A1-274.9
QA274-274.9

DOI: DOI: 10.1007/978-3-030-03819-9Online-Ressourcen:

Zusammenfassung: 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 theoremZusammenfassung: 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 & StatisticsPPN: PPN: 1067368353Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SMA | ZDB-2-SXMS

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