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Extreme Value Theory. An Introduction

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Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity

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Extreme Value Theory. An Introduction, Laurens de Haan, Ana Ferreira

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Année de publication
2006
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Titre
Extreme Value Theory. An Introduction
Langue
Anglais
Éditeur
Springer
Publié
2006
Format
rigide
Pages
418
ISBN10
0387239464
ISBN13
9780387239460
Séries
Évaluation
3,15 sur 5
Description
Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity