Extreme Value Distributions "Theory and Applications"

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Kotz, Samuel, Nadarajah, S.

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ISBN:9781860942242
Editorial: Imperial College Press
Fecha de la edición:2000
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Nº Pág.:185
Idiomas:Inglés,Ingles

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/ Economía Cuantitativa

This monograph atempts to describe in an organized manner the central ideas and results of probabilistic extreme - value theory and related models stemming from the pioneering contributions of E. J. Gumbel in the early forties of this century. The exposition is unencumbered by excessive mathematical details and almost no proofs are provided. It is a book about extreme - value distributions - both univariate and multivariate - and their applications, supplemented by an up-to-date extensive bibl..

Univariate Extreme Value Distributions. Generalized Extreme Value Distributions. Multivariate Extreme Distributions. Bibliography. Index on Applications. Subject Index.

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Imperial College Press. 2000

pvp.94,95 €