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Laws of small numbers: extremes and rare events
Laws of small numbers: extremes and rare events
Falk, Michael;Hüsler, Jürg;Reiss, Rolf-Dieter
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The IID case, functional laws of small numbers -- Functional laws of small numbers -- Extreme value theory -- Estimation of conditional curves -- The IID case, multivariate extremes -- Basic theory of multivariate extremes -- Multivariate generalized pareto distributions -- The pickands approach in the Bivariate case -- Multivariate extremes, supplementary concepts and results -- Non-IID observations -- Introduction to the non-IID case -- Extremes of random sequences -- Extremes of Gaussian processes -- Extensions for rare events -- Statistics of extremes.
Categories:
Year:
2011
Edition:
3e edition
Publisher:
Birkhäuser
Language:
English
Pages:
xv, 509 pages : illustrations ; 24 cm
ISBN 10:
3034800096
ISBN 13:
9783034800099
ISBN:
9783034800082,9783034800099,3034800088,3034800096
Your tags:
Extreme value theory;Extremwertstatistik;Extremwertverteilung;Gesetz der kleinen Zahlen;Poisson processes;Punktprozess;Seltenes Ereignis;Eichstätt <1991>;Kongress;Eichstätt <1991>
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