An Introduction
Extreme Value Theory van Laurens de Haan provides a thorough and coherent introduction to the theory surrounding extreme values. This study book covers the probabilistic and statistical foundations of extreme value theory, with attention to both finite and infinite dimensions.
Description
The book focuses on the core concepts of value theory, such as limit theories and domains of attraction, without going into related topics such as point processes or Brownian motion in depth. Thanks to an additional appendix on regular variation, missing mathematical results are treated in an accessible way. Practical applicability is addressed through various case studies.
This publication is intended for advanced students and researchers with a strong background in mathematics and statistics. It offers a systematic and up-to-date approach to extreme value, suitable for both teaching and research.
Product Specifications
- Author: Laurens de Haan
- Series: Springer Series in Operations Research and Financial Engineering
- Publisher: Springer-Verlag New York Inc.
- Publication Date: 2006-06-21
- Number of Pages: 418
- ISBN: 9780387239460
- Topic: Mathematics
- BISAC: MATHEMATICS / General