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Laws of Small Numbers: Extremes and Rare Events

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Cover of 'Laws of Small Numbers: Extremes and Rare Events'

Table of Contents

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    Book Overview
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    Chapter 1 Functional Laws of Small Numbers
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    Chapter 2 Extreme Value Theory
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    Chapter 3 Estimation of Conditional Curves
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    Chapter 4 Basic Theory of Multivariate Maxima
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    Chapter 5 Multivariate Generalized Pareto Distributions
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    Chapter 6 The Pickands Approach in the Bivariate Case
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    Chapter 7 Multivariate Extremes: Supplementary Concepts and Results
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    Chapter 8 Introduction to the Non-IID Case
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    Chapter 9 Extremes of Random Sequences
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    Chapter 10 Extremes of Gaussian Processes
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    Chapter 11 Extensions for Rare Events
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    Chapter 12 Statistics of Extremes
Attention for Chapter 5: Multivariate Generalized Pareto Distributions
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