Extreme Value Theory An Introduction /

• Main Authors: Haan, Laurens de (Author), Ferreira, Ana (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Applications of Mathematics.

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...