Main Multivariate Extreme Value Theory and D-Norms
Multivariate Extreme Value Theory and D-Norms cover

Multivariate Extreme Value Theory and D-Norms

5.0 / 5.0
0 comments

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.


Request Code : ZLIBIO2354312
Categories:
Year:
2019
Edition:
1st ed.
Publisher:
Springer International Publishing
Language:
English
Pages:
X, 241
ISBN:
978-3-030-03818-2,978-3-030-03819-9
Series:
Springer Series in Operations Research and Financial Engineering
This book is not available due to the complaint of the copyright holder.

Comments of this book

There are no comments yet.