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Extreme Value Theory Book

Extreme Value Theory
Extreme Value Theory, , Extreme Value Theory has a rating of 3 stars
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  • Extreme Value Theory
  • Written by author Laurens de Haan
  • Published by Springer-Verlag New York, LLC, March 2008
  • 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 fashio
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Book Categories

Authors

1Limit distributions and domains of attraction3
2Extreme and intermediate order statistics37
3Estimation of the extreme value index and testing65
4Extreme quantile and tail estimation127
5Advanced topics155
6Basic theory207
7Estimation of the dependence structure235
8Estimation of the probability of a failure set271
9Basic theory in C[0, 1]293
10Estimation in C[0, 1]331
ASkorohod theorem and Vervaat's lemma357
BRegular variation and extensions361


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