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Multivariate Extreme Value Theory and D-Norms

  • Michael Falk

Table of contents

  1. Front Matter
    Pages I-X
  2. Michael Falk
    Pages 1-97
  3. Michael Falk
    Pages 99-134
  4. Michael Falk
    Pages 135-160
  5. Back Matter
    Pages 231-241

About this book

Introduction

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. 

Keywords

Multivariate Extreme Value Theory Functional extreme value theory Copula Multivariate Generalized Pareto Distribution D-Norms

Authors and affiliations

  • Michael Falk
    • 1
  1. 1.Fakultät für Mathematik und InformatikUniversität WürzburgWürzburgGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-030-03819-9
  • Copyright Information Springer Nature Switzerland AG 2019
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-030-03818-2
  • Online ISBN 978-3-030-03819-9
  • Series Print ISSN 1431-8598
  • Series Online ISSN 2197-1773
  • Buy this book on publisher's site
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