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Laws of small numbers : extremes and rare events /

Detalles Bibliográficos
Autor principal: Falk, Michael, 1954-
Otros Autores: Hüsler, J. (Jürg), Reiss, R.-D. (Rolf-Dieter)
Formato: Libro
Lenguaje:English
Publicado: Basel ; Boston : Birkhauser Verlag, c2004.
Edición:2nd, rev. and extended ed.
Materias:
Tabla de Contenidos:
  • Functional laws of small numbers
  • Extreme value theory
  • Estimation of conditional curves
  • Basic theory of multivariate maxima
  • Multivariate extremes : the Pickands approach
  • The Pickands approach in the bivariate case
  • Multivariate extremes : supplementary concepts and results
  • Introduction to the non IID case
  • Extremes of random sequences
  • Extremes of Gaussian processes
  • Extensions for rare events
  • Statistics of extremes.