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.
| ISBN: | 9783030038182 |
| Publication date: | 19th February 2019 |
| Author: | Michael Falk |
| Publisher: | Springer an imprint of Springer International Publishing |
| Format: | Hardback |
| Pagination: | 241 pages |
| Series: | Springer Series in Operations Research and Financial Engineering |
| Genres: |
Probability and statistics Stochastics |
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.
Multivariate Extreme Value Theory and D-Norms features in the following genres: Probability and statistics, Stochastics
Hardback. £98.99, down from the £109.99 cover price. Not Available.
Multivariate Extreme Value Theory and D-Norms was written by Michael Falk and published by Springer an imprint of Springer International Publishing
Multivariate Extreme Value Theory and D-Norms has 241 pages
Yes it is part of Springer Series in Operations Research and Financial Engineering series
£98.99, reduced from £109.99. Not Available.