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Extreme Value Theory: An Introduction
Hardcover
Series: Springer Operations Research and Financial Engineering
General MathematicsProbability & Statistics
ISBN13: 9780387239460
Publisher: Springer Nature
Published: Jun 21 2006
Pages: 418
Weight: 1.61
Height: 1.00 Width: 6.28 Depth: 9.54
Language: English
This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion. Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values. The work is an excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity.
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