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