Extreme value theory: an introduction/ Laurens de Haan and Ana Ferreira
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Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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Central Library, Sikkim University General Book Section | 515.78 LAU/E (Browse shelf(Opens below)) | Available | P25259 |
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.
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