000			03532nam a22005295i 4500
001			978-0-387-34471-3
003			DE-He213
005			20161121231026.0
007			cr nn 008mamaa
008			100301s2006 xxu| s |||| 0|eng d
020			_a9780387344713 _9978-0-387-34471-3
024	7		_a10.1007/0-387-34471-3 _2doi
050		4	_aQA273.A1-274.9
050		4	_aQA274-274.9
072		7	_aPBT _2bicssc
072		7	_aPBWL _2bicssc
072		7	_aMAT029000 _2bisacsh
082	0	4	_a519.2 _223
100	1		_aHaan, Laurens de. _eauthor.
245	1	0	_aExtreme Value Theory _h[electronic resource] : _bAn Introduction / _cby Laurens de Haan, Ana Ferreira.
264		1	_aNew York, NY : _bSpringer New York, _c2006.
300			_aXVIII, 418 p. 18 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aSpringer Series in Operations Research and Financial Engineering, _x1431-8598
505	0		_aOne-Dimensional Observations -- 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 -- Finite-Dimensional Observations -- Basic Theory -- Estimation of the Dependence Structure -- Estimation of the Probability of a Failure Set -- Observations That Are Stochastic Processes -- Basic Theory in C[0,1] -- Estimation in C[0, 1].
520			_aExtreme 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. The presentation concentrates on the probabilistic and statistical aspects of extreme values such as limiting results, domains of attraction and development of estimators without emphasizing related topics such as point processes, empirical distribution functions and Brownian motion. An appendix on regular variation has been added since some required results in that area are not available in book form. The usefulness of the statistical theory is shown by treating several case studies in detail. The book is a thorough, accessible, self-contained, graduate level treatment of modern extreme value theory and some of its applications. It is aimed at graduate students and researchers and requires only maturity in mathematics and statistics.
650		0	_aMathematics.
650		0	_aApplied mathematics.
650		0	_aEngineering mathematics.
650		0	_aProbabilities.
650		0	_aStatistics.
650	1	4	_aMathematics.
650	2	4	_aProbability Theory and Stochastic Processes.
650	2	4	_aStatistical Theory and Methods.
650	2	4	_aApplications of Mathematics.
700	1		_aFerreira, Ana. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780387239460
830		0	_aSpringer Series in Operations Research and Financial Engineering, _x1431-8598
856	4	0	_uhttp://dx.doi.org/10.1007/0-387-34471-3
912			_aZDB-2-SMA
950			_aMathematics and Statistics (Springer-11649)
999			_c507471 _d507471