Extreme value theory: an introduction/
Haan, Laurens de
Extreme value theory: an introduction/ Laurens de Haan and Ana Ferreira - New York: Springer, 2006. - xvi, 417 p. : ill. ; 24 cm. - (Springer series in operations research) .
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 --
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 in C[0,1] --
Estimation in C[0,1] --
Appendix A: Skorohod Theorem and Vervaat's Lemma --
B. Regular Variation and Extensions.
9780387239460
Extreme value theory
Mathematical statistics
Mathematics
515.78 / LAU/E
Extreme value theory: an introduction/ Laurens de Haan and Ana Ferreira - New York: Springer, 2006. - xvi, 417 p. : ill. ; 24 cm. - (Springer series in operations research) .
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 --
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 in C[0,1] --
Estimation in C[0,1] --
Appendix A: Skorohod Theorem and Vervaat's Lemma --
B. Regular Variation and Extensions.
9780387239460
Extreme value theory
Mathematical statistics
Mathematics
515.78 / LAU/E