| 書目名稱 | Multivariate Extreme Value Theory and D-Norms |
| 編輯 | Michael Falk |
| 視頻video | http://file.papertrans.cn/642/641306/641306.mp4 |
| 概述 | Provides an easy access to multivariate extreme value theory.Compiles the contemporary knowledge about D-norms.Provides a relaxed tour through the essentials of multivariate extreme value theory.Devel |
| 叢書名稱 | Springer Series in Operations Research and Financial Engineering |
| 圖書封面 |  |
| 描述 | .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.?. |
| 出版日期 | Book 2019 |
| 關鍵詞 | Multivariate Extreme Value Theory; Functional extreme value theory; Copula; Multivariate Generalized Pa |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-03819-9 |
| isbn_ebook | 978-3-030-03819-9Series ISSN 1431-8598 Series E-ISSN 2197-1773 |
| issn_series | 1431-8598 |
| copyright | Springer Nature Switzerland AG 2019 |