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...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2019, 2019
|
| Edition: | 1st ed. 2019 |
| Series: | Springer Series in Operations Research and Financial Engineering
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
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