Michael Falk 
Multivariate Extreme Value Theory and D-Norms [PDF ebook] 

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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 theorem. 

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Table des matières

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 & Statistics.

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Langue Anglais ● Format PDF ● Pages 241 ● ISBN 9783030038199 ● Taille du fichier 3.2 MB ● Maison d’édition Springer International Publishing ● Lieu Cham ● Pays CH ● Publié 2019 ● Téléchargeable 24 mois ● Devise EUR ● ID 6888572 ● Protection contre la copie DRM sociale

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