Extreme Value Theory

Extreme Value Theory

An Introduction

by Ana Ferreira, Laurens de Haan

418 pages· 2007· ISBN 9780387344713
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Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity

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