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Extreme value theory: an introduction/ Laurens de Haan and Ana Ferreira

By: Haan, Laurens deContributor(s): Ferreira, AnaMaterial type: Text

TextSeries: (Springer series in operations research)Publication details: New York: Springer, 2006Description: xvi, 417 p. : ill. ; 24 cmISBN: 9780387239460Subject(s): Extreme value theory | Mathematical statistics | MathematicsDDC classification: 515.78

Contents:

Preface -- Part I: 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 -- Part II: Finite-Dimensional Observations -- Basic Theory -- Estimating the Dependence Structure -- Estimation of the Probability of a Failure Set -- Part III: Observations that are Stochastic Processes -- Basic Theory in C[0,1] -- Estimation in C[0,1] -- Appendix A: Skorohod Theorem and Vervaat's Lemma -- B. Regular Variation and Extensions.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	515.78 LAU/E (Browse shelf(Opens below))	Available		P25259

Total holds: 0

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Previous	515.7248 SHA/N Nonlinear system: analysis, stability, and control/	515.732 MEG/I An introduction to Banach space theory/	515.733 AXLER A glimpse at Hilbert space operators: Paul R. Halmos in memoriam/	515.78 LAU/E Extreme value theory: an introduction/	515.782 DUI/ Distributions/	515.782 GWA/T Theory of Distributions/	515.8 BAR/E The elements of real analysis/	Next

Preface --
Part I: 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 --
Part II: Finite-Dimensional Observations --
Basic Theory --
Estimating the Dependence Structure --
Estimation of the Probability of a Failure Set --
Part III: Observations that are Stochastic Processes --
Basic Theory in C[0,1] --
Estimation in C[0,1] --
Appendix A: Skorohod Theorem and Vervaat's Lemma --
B. Regular Variation and Extensions.

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