Multivariate Extreme Value Theory and D-Norms

• Main Author: Falk, Michael (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: Probabilities.; Probability Theory and Stochastic Processes.

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...

Table of Contents:

• 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.