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Author Haan, L. de (Laurens), 1937-

Title Extreme value theory : an introduction / Laurens de Haan, Ana Ferreira
Published New York : Springer, [2006]
Online access available from:
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Description 1 online resource (xvi, 417 pages) : illustrations
Series Springer series in operations research and financial engineering
Springer series in operations research.
Contents 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 -- Basic theory -- Estimation of the dependence structure -- Estimation of the probability of a failure set -- Basic theory in C[0,1] -- Estimation in C[0,1]
Summary "Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications."--Jacket
Bibliography Includes bibliographical references (pages 407-413) and index
Notes Print version record
Subject Extreme value theory.
Form Electronic book
Author Ferreira, Ana.
LC no. 2006925909
ISBN 0387239464 (hbk.)
9780387239460 (hbk.)