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Extreme Value Theory

An Introduction

Language EnglishEnglish
Book Hardback
Book Extreme Value Theory Laurens de Haan
Libristo code: 01381135
Publishers Springer-Verlag New York Inc., June 2006
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabil... Full description
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Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications.§The presentation concentrates on the probabilistic and statistical aspects of extreme values such as limiting results, domains of attraction and development of estimators without emphasizing related topics such as point processes, empirical distribution functions and Brownian motion. An appendix on regular variation has been added since some required results in that area are not available in book form. The usefulness of the statistical theory is shown by treating several case studies in detail.§The book is a thorough, accessible, self-contained, graduate level treatment of modern extreme value theory and some of its applications. It is aimed at graduate students and researchers and requires only maturity in mathematics and statistics.

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About the book

Full name Extreme Value Theory
Language English
Binding Book - Hardback
Date of issue 2006
Number of pages 418
EAN 9780387239460
ISBN 0387239464
Libristo code 01381135
Weight 810
Dimensions 163 x 241 x 29
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