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

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Springer Series in Operations Research and Financial Engineering | SpringerLink BücherPublisher: Cham : Springer, 2019Description: 1 Online-Ressource (X, 241 Seiten) : 5 IllustrationenISBN:
  • 9783030038199
Subject(s): Additional physical formats: 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 classification:
  • 519.2
MSC: MSC: *60-02 | 60G70 | 60E99LOC classification:
  • QA273.A1-274.9 QA274-274.9
  • QA273.A1-274.9
  • QA274-274.9
DOI: DOI: 10.1007/978-3-030-03819-9Online resources: Summary: 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 theoremSummary: 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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