Başlık:
Extreme value theory : an introduction
Yazar:
Haan, L. de (Laurens), author
ISBN:
9780387239460
Yazar Ek Girişi:
Yayım Bilgisi:
New York : Springer, c2006.
Fiziksel Tanımlama:
xvi, 417 pages : illustrations ; 24 cm.
Seri:
Springer series in operations research and financial engineering
Springer series in operations research.
İçerik:
Preface -- Part I: 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 -- More Advanced Topics -- Part II: Finite-Dimensional Observations -- Basic Theory -- Estimating the Dependence Structure -- Estimation of the Probability of a Failure Set -- Part III: Observations that are Stochastic Processes -- Basic Theory.- Examples -- Estimation -- Appendix A: Regular Variation (proofs).
Özet:
This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values without major emphasis on such related topics as regular variation, point processes, empirical distribution functions, and Brownian motion. The work is an excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity.
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Library | Materyal Türü | Demirbaş | Yer Numarası | Durumu / Lokasyon / İade Tarihi |
|---|---|---|---|---|
Arıyor... | Kitap | EKOBKN0010280 | 519.24 HAA 2006 | Arıyor... |