Laws of Small Numbers: Extremes and Rare Events
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Publication:3161425
DOI10.1007/978-3-0348-0009-9zbMath1213.62082OpenAlexW4302571806MaRDI 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 eventsGaussian processesmultivariate extremesgeneralized Pareto distributionsstatistics of extremesfunctional law of small numbers
Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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