Notice bibliographique
- Notice
Type(s) de contenu et mode(s) de consultation : Texte noté : électronique
Auteur(s) : Haan, Laurens (1937-....)
Titre(s) : Extreme value theory [Texte électronique] : an introduction / Laurens de Haan, Ana Ferreira
Publication : New York ; London : Springer, cop. 2006
Description matérielle : 1 ressource dématérialisée
Collection : Springer series in operations research
Note(s) : Includes bibliographical references and index
This treatment of extreme value theory is unique in book literature in that it focuses
on some beautiful theoretical results along with applications. All the main topics
covering the heart of the subject are introduced to the reader in a systematic fashion
so that in the final chapter even the most recent developments in the theory can be
understood. Key to the presentation is the concentration on the probabilistic and
statistical aspects of extreme values without major emphasis on such related topics
as regular variation, point processes, empirical distribution functions, and Brownian
motion. The work is an excellent introduction to extreme value theory at the graduate
level, requiring only some mathematical maturity
Autre(s) auteur(s) : Ferreira, Ana. Fonction indéterminée
Sujet(s) : Valeurs extrêmes, Théorie des
Indice(s) Dewey :
519.24 (23e éd.) = Distribution (probabilités)
Identifiants, prix et caractéristiques : ISBN 9780387344713
Identifiant de la notice : ark:/12148/cb44642431r
Notice n° :
FRBNF44642431
(notice reprise d'un réservoir extérieur)
Table des matières : 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.
