Laws of Small Numbers: Extremes and Rare Events
From MaRDI portal
Publication:3161425
DOI10.1007/978-3-0348-0009-9zbMath1213.62082MaRDI QIDQ3161425
Michael Falk, Rolf-Dieter Reiss, Juerg Hüsler
Publication date: 14 October 2010
Full work available at URL: https://doi.org/10.1007/978-3-0348-0009-9
rare events; Gaussian processes; multivariate extremes; generalized Pareto distributions; statistics of extremes; functional law of small numbers
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
62-02: Research exposition (monographs, survey articles) pertaining to statistics
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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