Extreme value theory : an introduction
L. de Haan (Author), Ana Ferreira (Author)
"Extreme 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."--Jacket
eBook, English, 2006
Springer, New York, 2006