Description
Springer Extreme Value Theory An Introduction by Laurens De Haan, Ana Ferreira
Focuses on theoretical results along with applications_x000D__x000D__x000D_All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion_x000D__x000D__x000D__x000D__x000D__x000D_Concentration is on the probabilistic and statistical aspects of extreme values_x000D__x000D__x000D__x000D__x000D__x000D_Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity_x000D_ Table of contents :- _x000D_
One-Dimensional Observations.- Limit Distributions and Domains of Attraction.- Extreme and Intermediate Order Statistics.- Estimation of the Extreme Value Index and Testing.- Extreme Quantile and Tail Estimation.- Advanced Topics.- Finite-Dimensional Observations.- Basic Theory.- Estimation of the Dependence Structure.- Estimation of the Probability of a Failure Set.- Observations That Are Stochastic Processes.- Basic Theory in C[0,1].- Estimation in C[0, 1]._x000D_