Laws of Small Numbers: Extremes and Rare Events

Michael Falk (), Rolf-Dieter Reiss () and Jürg Hüsler ()
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Michael Falk: University of Würzburg, Institute of Applied Mathematics and Statistics
Rolf-Dieter Reiss: University of Siegen, Department of Mathematics
Jürg Hüsler: University of Berne, Department of Mathematical Statistics and Actuarial Science

in Springer Books from Springer

Date: 2004
Edition: Second, revised and extended edition
ISBN: 978-3-0348-7791-6
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Chapters in this book:

Ch Chapter 1 Functional Laws of Small Numbers

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 10 Extremes of Gaussian Processes

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 11 Extensions for Rare Events

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 12 Statistics of Extremes

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 2 Extreme Value Theory

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 3 Estimation of Conditional Curves

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 4 Basic Theory of Multivariate Maxima

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 5 Multivariate Extremes: The Pickands Approach

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 6 The Pickands Approach in the Bivariate Case

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 7 Multivariate Extremes: Supplementary Concepts and Results

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 8 Introduction to the Non IID Case

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

Ch Chapter 9 Extremes of Random Sequences

Michael Falk, Rolf-Dieter Reiss and Jürg Hüsler

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DOI: 10.1007/978-3-0348-7791-6

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