Laws of Small Numbers: Extremes and Rare Events

Michael Falk (), Jürg Hüsler and Rolf-Dieter Reiss ()
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Michael Falk: Institut für Mathematik, Lehrstuhl für Statistik
Jürg Hüsler: Universität Bern, Inst. Mathematische Statistik und, Versicherungslehre
Rolf-Dieter Reiss: Universität Siegen, FB 6 Mathematik

in Springer Books from Springer

Date: 2011
ISBN: 978-3-0348-0009-9
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Chapters in this book:

Ch Chapter 1 Functional Laws of Small Numbers

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 10 Extremes of Gaussian Processes

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 11 Extensions for Rare Events

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 12 Statistics of Extremes

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 2 Extreme Value Theory

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 3 Estimation of Conditional Curves

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 4 Basic Theory of Multivariate Maxima

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 5 Multivariate Generalized Pareto Distributions

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 6 The Pickands Approach in the Bivariate Case

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 7 Multivariate Extremes: Supplementary Concepts and Results

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 8 Introduction to the Non-IID Case

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

Ch Chapter 9 Extremes of Random Sequences

Michael Falk, Jürg Hüsler and Rolf-Dieter Reiss

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DOI: 10.1007/978-3-0348-0009-9

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