<電子ブック>
Laws of Small Numbers: Extremes and Rare Events / by Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss
版 | 3rd ed. 2011. |
---|---|
出版者 | Basel : Springer Basel : Imprint: Birkhäuser |
出版年 | 2011 |
大きさ | XVI, 509 p : online resource |
著者標目 | *Falk, Michael author Hüsler, Jürg author Reiss, Rolf-Dieter author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Statistics FREE:Probability Theory FREE:Statistical Theory and Methods |
一般注記 | Preface to the Third Edition -- Preface to the Second Edition -- Preface to the First Edition -- Part I. The IID Case: Functional Laws Of Small Numbers -- 1 Functional Laws of Small Numbers -- 2 Extreme Value Theory -- 3 Estimation of Conditional Curves -- Part II. The IID Case: Multivariate Extremes -- 4 Basic Theory of Multivariate Maxima -- 5 Multivariate Generalized Pareto Distributions -- 6 The Pickands Approach in the Bivariate Case -- 7 Multivariate Extremes: Supplementary Concepts and Results -- Part III. Non-IID Observations -- 8 Introduction to the Non-IID Case -- 9 Extremes of Random Sequences -- 10 Extremes of Gaussian Processes -- 11 Extensions for Rare Events -- 12 Statistics of Extremes -- Author Index -- Subject Index -- Bibliography 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. In this third edition, the dramatic change of focus of extreme value theory has been taken into account: from concentrating on maxima of observations it has shifted to large observations, defined as exceedances over high thresholds. One emphasis of the present third edition lies on multivariate generalized Pareto distributions, their representations, properties such as their peaks-over-threshold stability, simulation, testing and estimation. Reviews of the 2nd edition: "In brief, it is clear that this will surely be a valuable resource for anyone involved in, or seeking to master, the more mathematical features of this field." David Stirzaker, Bulletin of the London Mathematical Society "Laws of Small Numbers can be highly recommended to everyone who is looking for a smooth introduction to Poisson approximations in EVT and other fields of probability theory and statistics. In particular, it offers an interesting view on multivariate EVT and on EVT for non-iid observations, which is not presented in a similar way in any other textbook." Holger Drees, Metrika HTTP:URL=https://doi.org/10.1007/978-3-0348-0009-9 |
目次/あらすじ
所蔵情報を非表示
電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
電子ブック | オンライン | 電子ブック |
|
|
Springer eBooks | 9783034800099 |
|
電子リソース |
|
EB00201643 |
書誌詳細を非表示
データ種別 | 電子ブック |
---|---|
分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000117846 |
ISBN | 9783034800099 |
類似資料
この資料の利用統計
このページへのアクセス回数:2回
※2017年9月4日以降