000			00365nam a2200133Ia 4500
999			_c170282 _d170282
020			_a9780387239460
040			_cCUS
082			_a515.78 _bLAU/E
100			_aHaan, Laurens de
245		0	_aExtreme value theory: an introduction/ _cLaurens de Haan and Ana Ferreira
260			_aNew York: _bSpringer, _c2006.
300			_axvi, 417 p. : _bill. ; _c24 cm.
440			_a(Springer series in operations research)
505			_aPreface -- 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.
650			_aExtreme value theory
650			_aMathematical statistics
650			_aMathematics
700			_aFerreira, Ana
942			_cWB16