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Synopsis
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 on about 130 additional pages.
Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory.
This book is accessible to graduate students and researchers with basic knowledge in probability theory and, partly, in point processes and Gaussian processes. The required statistical prerequisites are minimal.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
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
Présentation de l'éditeur
The mathematical theory and applications of extremes and rare events have developed much since this book was first published in 1994. This third edition includes details of multivariate generalized Pareto distributions and their testing and estimation.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Laws of Small Numbers: Extremes and Rare Events
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Birkhäuser (edition 3rd ed. 2010), 2010
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Laws of Small Numbers: Extremes and Rare Events
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Springer Basel Okt 2010, 2010
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 528 pp. Englisch. N° de réf. du vendeur 9783034800082
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Third edition of the successful seminar book, with special consideration of the recent change of focus of extreme value theory Focus on large observations defined as exceedances over high thresholds Emphasis on multivariate generalized Pareto distributions. N° de réf. du vendeur 4318079
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Laws of Small Numbers: Extremes and Rare Events
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Springer Basel, Springer Basel Okt 2010, 2010
ISBN 10 : 3034800088
ISBN 13 : 9783034800082
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Taschenbuch. Etat : Neu. Neuware -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, MetrikaSpringer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 528 pp. Englisch. N° de réf. du vendeur 9783034800082
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