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

Ajutor


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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Cuprins

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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Limba Engleză ● Format PDF ● Pagini 241 ● ISBN 9783030038199 ● Mărime fișier 3.2 MB ● Editura Springer International Publishing ● Oraș Cham ● Țară CH ● Publicat 2019 ● Descărcabil 24 luni ● Valută EUR ● ID 6888572 ● Protecție împotriva copiilor DRM social

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