Multivariate Extreme Value Theory and D-Norms. 1st ed. 2019
- 種類:
- 電子ブック
- 責任表示:
- by Michael Falk
- 出版情報:
- Cham : Springer International Publishing : Imprint: Springer, 2019
- 著者名:
- シリーズ名:
- Springer Series in Operations Research and Financial Engineering ;
- ISBN:
- 9783030038199 [303003819X]
- 注記:
- 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.
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. . - ローカル注記:
- 学内専用E-BOOKS (local access only)
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