Extreme Value Theory: An Introduction (Springer Series in Operations Research)

Extreme Value Theory: An Introduction (Springer Series in Operations Research)

by Ana Ferreira, Laurens de Haan

418 pages· 2006· ISBN 9780387239460

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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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