Statistics of Extremes
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Publication:4833245
DOI10.1002/0470012382zbMath1070.62036OpenAlexW4229774059WikidataQ57914706 ScholiaQ57914706MaRDI QIDQ4833245
Johan Segers, Daniel de Waal, Christopher A. T. Ferro, Jan Beirlant, Yuri Goegebeur, Jozef L. Teugels
Publication date: 14 December 2004
Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/0470012382
domain of attractionstatistical inferencestationary time seriesBayesian methodsmultivariate extreme values
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) 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)
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