Multivariate Extreme Value Theory and D-Norms
Springer International Publishing (Verlag)
978-3-030-03818-2 (ISBN)
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.
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 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)
“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)
| Erscheinungsdatum | 21.02.2019 |
|---|---|
| Reihe/Serie | Springer Series in Operations Research and Financial Engineering |
| Zusatzinfo | X, 241 p. 5 illus. |
| Verlagsort | Cham |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 535 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Schlagworte | Copula • D-Norms • Functional extreme value theory • Multivariate Extreme Value Theory • Multivariate Generalized Pareto Distribution |
| ISBN-10 | 3-030-03818-1 / 3030038181 |
| ISBN-13 | 978-3-030-03818-2 / 9783030038182 |
| Zustand | Neuware |
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