Multivariate Extreme Value Theory and D-Norms [electronic resource] by Michael Falk.
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...
| Uniform Title: | Springer Series in Operations Research and Financial Engineering,
2197-1773 |
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| Main Author: | |
| Corporate Author: | |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2019.
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| Edition: | 1st ed. 2019. |
| Series: | Springer Series in Operations Research and Financial Engineering,
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| Subjects: | |
| Online Access: | |
| Format: | Electronic eBook |