书目名称 | Extreme Value Theory |
副标题 | Proceedings of a Con |
编辑 | Jürg Hüsler,Rolf-Dieter Reiss |
视频video | |
丛书名称 | Lecture Notes in Statistics |
图书封面 |  |
描述 | The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory. After the pioneering work of M. Frechet (1927) and of R.A. Fisher and L.R.C. Tippett (1928), who discovered the limiting distributions of extremes, the importance of mathematical concepts of extreme behavior in applications was impressively demonstrated by statisticians like E.J. Gumbel and W. Weibull. The predominant role of applied aspects in that early period may be highlighted by the fact that two of the "Fisher-Tippett asymptotes" also carry the names of Gumbel and Weibull. In the last years, the complexity of problems and their tractability by mathematical methods stimulated a rapid development of mathematical theory that substantially helped to improve our understanding of extreme behavior. Due to the depth and richness of mathematical ideas, extreme value theory has become more and more of interest for mathematically oriented research workers. This was one of the reasons to organize a conference on extreme value theory which was held at the Mathematische Forschungsinstitut a |
出版日期 | Conference proceedings 1989 |
关键词 | Estimator; Gaussian process; Likelihood; Probability theory; correlation; point process; random measure; st |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4612-3634-4 |
isbn_softcover | 978-0-387-96954-1 |
isbn_ebook | 978-1-4612-3634-4Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
issn_series | 0930-0325 |
copyright | Springer-Verlag Berlin Heidelberg 1989 |