Multivariate extreme value theory and d-norms. (2019)

• Record Type: Book
• Further Information: Note: Michael Falk.
• Authors: Falk, Michael, 1954-
• Contents: Intro; Preface; Contents; 1 D-Norms; 1.1 Norms and D-Norms; 1.2 Examples of D-Norms; 1.3 Takahashi's Characterizations; 1.4 Convexity of the Set of D-Norms; 1.5 When Is an Arbitrary Norm a D-Norm?; 1.6 The Dual D-Norm Function; 1.7 Normed Generators Theorem; 1.8 Metrization of the Space of D-Norms; 1.9 Multiplication of D-Norms; 1.10 The Functional D-Norm; 1.11 D-Norms from a Functional Analysis Perspective; Introducing the Relevant Space of Seminorms; 1.12 D-Norms from a Stochastic Geometry Perspective; 2 D-Norms & Multivariate Extremes; 2.1 Univariate Extreme Value Theory 2.2 Multivariate Generalized Pareto DistributionsGeneral Multivariate GPDS; 2.3 Multivariate Max-Stable Distributions; 2.4 How to Generate Max-Stable RVS; 2.5 Covariances, Range, etc. of Standard Max-Stable rvs; 2.6 Max-Stable Random Vectors as Generators of D-Norms; 3 Copulas & Multivariate Extremes; 3.1 Characterizing Multivariate Domain of Attraction; 3.2 Multivariate Piecing-Together; 3.3 Copulas Not in the Domain of Attraction; 4 An Introduction to Functional Extreme Value Theory; 4.1 Generalized Pareto Processes; Defining a Simple Generalized Pareto Process; 4.2 Max-Stable Processes 4.3 Generalized Max-Linear Models5 Further Applications of D-Norms to Probability& Statistics; 5.1 Max-Characteristic Function; 5.2 Multivariate Order Statistics: The Intermediate Case; 5.3 Multivariate Records and Champions; Simple Records; References; Index
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2019
• Extent: 1 online resource (x, 241 pages), illustrations
• Subjects: 519.5/35; Multivariate analysis; Electronic books; Electronic books
• Languages: English
• ISBNs: 9783030038199
• Related ISBNs: 303003819X; 9783030038182; 3030038181
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed February 13, 2019).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.