Multivariate Extreme Value Theory and D-Norms

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This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views on D-norms from a functional analysis perspective and from stochastic geometry...

Format:Hardcover

Language:English

ISBN:3030038181

ISBN13:9783030038182

Release Date:February 2019

Publisher:Springer

Length:241 Pages

Weight:1.17 lbs.

Dimensions:0.6" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

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Multivariate Extreme Value Theory and D-Norms

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