Multivariate Extreme Value Theory and D-Norms
Author:   Michael Falk
Publisher:   Springer Nature Switzerland AG
Edition:   1st ed. 2019
ISBN:  

9783030038182


Pages:   241
Publication Date:   19 February 2019
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Multivariate Extreme Value Theory and D-Norms


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Overview

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. 

Full Product Details

Author:   Michael Falk
Publisher:   Springer Nature Switzerland AG
Imprint:   Springer Nature Switzerland AG
Edition:   1st ed. 2019
Weight:   0.547kg
ISBN:  

9783030038182


ISBN 10:   3030038181
Pages:   241
Publication Date:   19 February 2019
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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.

Reviews

“This interesting monograph contains an excellent, almost complete account of the contemporary knowledge about D-norms. … The book can be used as textbook for course on METV.” (Wiesław Dziubdziela, zbMATH 1428.60002, 2020)


This interesting monograph contains an excellent, almost complete account of the contemporary knowledge about D-norms. ... The book can be used as textbook for course on METV. (Wieslaw Dziubdziela, zbMATH 1428.60002, 2020)


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