An introduction to statistical modeling of extreme values
From MaRDI portal
Publication:5943006
zbMath0980.62043MaRDI QIDQ5943006
Publication date: 6 September 2001
Published in: Springer Series in Statistics (Search for Journal in Brave)
multivariate extremespoint processesgeneralized Pareto distributionsgeneralized extreme value distributions
Statistics of extreme values; tail inference (62G32) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62M99)
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