Shortcuts
Top of page (Alt+0)
Page content (Alt+9)
Page menu (Alt+8)
Your browser does not support javascript, some WebOpac functionallity will not be available.
.
Default
.
PageMenu
-
Main Menu
-
Simple Search
.
Advanced Search
.
Journal Search
.
Refine Search Results
.
Preferences
.
Search Menu
Simple Search
.
Advanced Search
.
New Items Search
.
Journal Search
.
Refine Search Results
.
Bottom Menu
Help
Italian
.
English
.
German
.
New Item Menu
New Items Search
.
New Items List
.
Links
SISSA Library
.
ICTP library
.
Italian National web catalog (SBN)
.
Trieste University web catalog
.
Udine University web catalog
.
© LIBERO v6.4.1sp220816
Page content
You are here
:
Catalogue Display
Catalogue Display
Previous Title
.
Extreme Value Theory: Proceedings of a Conference held in Oberwolfach, Dec. 6–12, 1987
.
Bookmark this Record
Catalogue Record 44839
.
.
LibraryThing
.
.
Google Books
.
.
Amazon Books
.
Catalogue Information
Catalogue Record 44839
.
Reviews
Catalogue Record 44839
.
British Library
Resolver for RSN-44839
Google Scholar
Resolver for RSN-44839
WorldCat
Resolver for RSN-44839
Catalogo Nazionale SBN
Resolver for RSN-44839
GoogleBooks
Resolver for RSN-44839
ICTP Library
Resolver for RSN-44839
.
Share Link
Jump to link
Catalogue Information
Field name
Details
Dewey Class
519.2
Title
Extreme Value Theory ([EBook] :) : Proceedings of a Conference held in Oberwolfach, Dec. 6–12, 1987 / / edited by Jürg Hüsler, Rolf-Dieter Reiss.
Added Personal Name
Hüsler, Jürg
editor.
Reiss, Rolf-Dieter
editor.
Other name(s)
SpringerLink (Online service)
Publication
New York, NY : : Springer New York, , 1989.
Physical Details
X, 279 p. : online resource.
Series
Lecture Notes in Statistics
0930-0325 ; ; 51
ISBN
9781461236344
Summary Note
The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory. After the pioneering work of M. Frechet (1927) and of R.A. Fisher and L.R.C. Tippett (1928), who discovered the limiting distributions of extremes, the importance of mathematical concepts of extreme behavior in applications was impressively demonstrated by statisticians like E.J. Gumbel and W. Weibull. The predominant role of applied aspects in that early period may be highlighted by the fact that two of the "Fisher-Tippett asymptotes" also carry the names of Gumbel and Weibull. In the last years, the complexity of problems and their tractability by mathematical methods stimulated a rapid development of mathematical theory that substantially helped to improve our understanding of extreme behavior. Due to the depth and richness of mathematical ideas, extreme value theory has become more and more of interest for mathematically oriented research workers. This was one of the reasons to organize a conference on extreme value theory which was held at the Mathematische Forschungsinstitut at Oberwolfach (FRG) in December 1987.:
Contents note
I. Univariate Extremes: Probability Theory -- 1. Limit Laws and Expansions -- Best attainable rate of joint convergence of extremes -- Recent results on asymptotic expansions in extreme value theory -- 2. Strong Laws -- Strong laws for the k-th order statistic when k ? c • log2n (II) -- Extreme values with heavy tails -- 3. Records -- A survey on strong approximation techniques in connection with records -- Self-similar random measures, their carrying dimension, and application to records -- 4. Exceedances -- On exceedance point processes for stationary sequences under mild oscillation restrictions -- A central limit theorem for extreme sojourn time of stationary Gaussian processes -- On the distribution of random waves and cycles -- 5. Characterizations -- Characterizations of the exponential distribution by failure rate- and moment properties of order statistics -- A characterization of the uniform distribution via maximum likelihood estimation of its location parameter -- II. Univariate Extremes: Statistics -- 1. Estimation -- Simple estimators of the endpoint of a distribution -- Asymptotic normality of Hill’s estimator -- Extended extreme value models and adaptive estimation of the tail index -- Asymptotic results for an extreme value estimator of the autocorrelation coefficient for a first order autoregressive sequence -- 2. Test Procedures -- The selection of the domain of attraction of an extreme value distribution from a set of data -- Comparison of extremal models through statistical choice in multidimensional backgrounds -- 3. Sufficiency of Extremes in Parametric Models -- The role of extreme order statistics for exponential families -- III. Multivariate Extremes -- Multivariate records and shape -- Limit distributions of multivariate extreme values in nonstationary sequences of random vectors -- Statistical decision for bivariate extremes -- Multivariate negative exponential and extreme value distributions -- Author Index.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-1-4612-3634-4
Links to Related Works
Subject References:
Mathematics
.
Probabilities
.
Probability theory and stochastic processes
.
Authors:
Hüsler, Jürg
.
Reiss, Rolf-Dieter
.
Corporate Authors:
SpringerLink (Online service)
.
Series:
Lecture Notes in Statistics
.
Classification:
519.2
.
.
ISBD Display
Catalogue Record 44839
.
Tag Display
Catalogue Record 44839
.
Related Works
Catalogue Record 44839
.
Marc XML
Catalogue Record 44839
.
Add Title to Basket
Catalogue Record 44839
.
Catalogue Information 44839
Beginning of record
.
Catalogue Information 44839
Top of page
.
Download Title
Catalogue Record 44839
Export
This Record
As
Labelled Format
Bibliographic Format
ISBD Format
MARC Format
MARC Binary Format
MARCXML Format
User-Defined Format:
Title
Author
Series
Publication Details
Subject
To
File
Email
Reviews
This item has not been rated.
Add a Review and/or Rating
44839
1
44839
-
2
44839
-
3
44839
-
4
44839
-
5
44839
-
Quick Search
Search for