Multivariate Extreme Value Theory and D-Norms
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...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2019.
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Έκδοση: | 1st ed. 2019. |
Σειρά: | Springer Series in Operations Research and Financial Engineering,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.