Laws of Small Numbers: Extremes and Rare Events:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Basel
Birkhäuser Basel
2004
|
| Ausgabe: | Second, revised and extended edition |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages. Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework |
| Beschreibung: | 1 Online-Ressource (XIII, 378 p) |
| ISBN: | 9783034877916 9783764324162 |
| DOI: | 10.1007/978-3-0348-7791-6 |
Internformat
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Datensatz im Suchindex
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| any_adam_object | |
| author | Falk, Michael |
| author_facet | Falk, Michael |
| author_role | aut |
| author_sort | Falk, Michael |
| author_variant | m f mf |
| building | Verbundindex |
| bvnumber | BV042421965 |
| classification_tum | MAT 000 |
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-0348-7791-6 |
| edition | Second, revised and extended edition |
| format | Electronic eBook |
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| spelling | Falk, Michael Verfasser aut Laws of Small Numbers: Extremes and Rare Events by Michael Falk, Rolf-Dieter Reiss, Jürg Hüsler Second, revised and extended edition Basel Birkhäuser Basel 2004 1 Online-Ressource (XIII, 378 p) txt rdacontent c rdamedia cr rdacarrier Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages. Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik Diskette (DE-588)4122115-1 gnd rswk-swf Seltenes Ereignis (DE-588)4425827-6 gnd rswk-swf Gesetz der kleinen Zahlen (DE-588)4350480-2 gnd rswk-swf Extremwertstatistik (DE-588)4153429-3 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift 1991 Eichstätt gnd-content Gesetz der kleinen Zahlen (DE-588)4350480-2 s Diskette (DE-588)4122115-1 s 2\p DE-604 Extremwertstatistik (DE-588)4153429-3 s 3\p DE-604 Seltenes Ereignis (DE-588)4425827-6 s 4\p DE-604 Reiss, Rolf-Dieter Sonstige oth Hüsler, Jürg Sonstige oth https://doi.org/10.1007/978-3-0348-7791-6 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Falk, Michael Laws of Small Numbers: Extremes and Rare Events Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik Diskette (DE-588)4122115-1 gnd Seltenes Ereignis (DE-588)4425827-6 gnd Gesetz der kleinen Zahlen (DE-588)4350480-2 gnd Extremwertstatistik (DE-588)4153429-3 gnd |
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| title | Laws of Small Numbers: Extremes and Rare Events |
| title_auth | Laws of Small Numbers: Extremes and Rare Events |
| title_exact_search | Laws of Small Numbers: Extremes and Rare Events |
| title_full | Laws of Small Numbers: Extremes and Rare Events by Michael Falk, Rolf-Dieter Reiss, Jürg Hüsler |
| title_fullStr | Laws of Small Numbers: Extremes and Rare Events by Michael Falk, Rolf-Dieter Reiss, Jürg Hüsler |
| title_full_unstemmed | Laws of Small Numbers: Extremes and Rare Events by Michael Falk, Rolf-Dieter Reiss, Jürg Hüsler |
| title_short | Laws of Small Numbers: Extremes and Rare Events |
| title_sort | laws of small numbers extremes and rare events |
| topic | Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik Diskette (DE-588)4122115-1 gnd Seltenes Ereignis (DE-588)4425827-6 gnd Gesetz der kleinen Zahlen (DE-588)4350480-2 gnd Extremwertstatistik (DE-588)4153429-3 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik Diskette Seltenes Ereignis Gesetz der kleinen Zahlen Extremwertstatistik Konferenzschrift 1991 Eichstätt |
| url | https://doi.org/10.1007/978-3-0348-7791-6 |
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