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...
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| Format: | eBook |
| Language: | English |
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Cham
Springer International Publishing
2019, 2019
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| Edition: | 1st ed. 2019 |
| Series: | Springer Series in Operations Research and Financial Engineering
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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. |
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| Physical Description: | X, 241 p. 5 illus online resource |
| ISBN: | 9783030038199 |