Multivariate Extreme Value Theory and D-Norms: Springer Series in Operations Research and Financial Engineering
Autor Michael Falken Limba Engleză Hardback – 19 feb 2019
Din seria Springer Series in Operations Research and Financial Engineering
- 17%
Preț: 470.60 lei - 15%
Preț: 392.45 lei - 15%
Preț: 488.69 lei - 19%
Preț: 586.86 lei - 15%
Preț: 391.45 lei -
Preț: 375.97 lei - 15%
Preț: 399.20 lei - 15%
Preț: 394.32 lei - 15%
Preț: 543.33 lei - 18%
Preț: 708.90 lei - 19%
Preț: 622.92 lei - 20%
Preț: 691.85 lei - 23%
Preț: 792.30 lei -
Preț: 514.40 lei - 15%
Preț: 517.89 lei -
Preț: 378.05 lei - 15%
Preț: 576.99 lei - 15%
Preț: 634.86 lei - 18%
Preț: 857.03 lei - 18%
Preț: 770.61 lei - 24%
Preț: 900.30 lei - 18%
Preț: 863.27 lei -
Preț: 456.08 lei - 18%
Preț: 908.61 lei - 15%
Preț: 612.68 lei -
Preț: 369.90 lei - 15%
Preț: 613.80 lei - 18%
Preț: 811.37 lei -
Preț: 376.17 lei - 18%
Preț: 1341.26 lei -
Preț: 392.47 lei -
Preț: 387.79 lei - 20%
Preț: 594.76 lei -
Preț: 376.17 lei - 19%
Preț: 572.99 lei -
Preț: 423.54 lei - 15%
Preț: 515.87 lei - 15%
Preț: 569.91 lei
Preț: 692.70 lei
Preț vechi: 911.44 lei
-24% Nou
Puncte Express: 1039
Preț estimativ în valută:
122.62€ • 142.58$ • 107.14£
122.62€ • 142.58$ • 107.14£
Carte tipărită la comandă
Livrare economică 19-26 ianuarie 26
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9783030038182
ISBN-10: 3030038181
Pagini: 240
Ilustrații: X, 241 p. 5 illus.
Dimensiuni: 155 x 235 mm
Greutate: 0.53 kg
Ediția:1st ed. 2019
Editura: Springer International Publishing
Colecția Springer
Seria Springer Series in Operations Research and Financial Engineering
Locul publicării:Cham, Switzerland
ISBN-10: 3030038181
Pagini: 240
Ilustrații: X, 241 p. 5 illus.
Dimensiuni: 155 x 235 mm
Greutate: 0.53 kg
Ediția:1st ed. 2019
Editura: Springer International Publishing
Colecția Springer
Seria Springer Series in Operations Research and Financial Engineering
Locul publicării:Cham, Switzerland
Cuprins
1. D-Norms.- 2. D-Norms & Multivariate Extremes.- 3. Copulas & Multivariate Extremes.- 4. An Introduction to Functional Extreme Value Theory.- 5. Further Applications of D-Norms to Probability & Statistics.
Recenzii
“This interesting monograph contains an excellent, almost complete account of the contemporary knowledge about D-norms. … The book can be used as textbook for course on METV.” (Wiesław Dziubdziela, zbMATH 1428.60002, 2020)
Textul de pe ultima copertă
This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views on D-norms from a functional analysis perspective and from stochastic geometry underline the aim of this book to reveal mathematical structures. This book is intended for mathematicians with a basic knowledge of analysis and probability theory, including Fubini's theorem.
Caracteristici
Provides an easy access to multivariate extreme value theory Compiles the contemporary knowledge about D-norms Provides a relaxed tour through the essentials of multivariate extreme value theory Develops the notion of D-Norm as a convenient tool to represent the multivariate extreme value laws of max-stable processes