Titlebook: Laws of Small Numbers: Extremes and Rare Events; Michael Falk,Jürg Hüsler,Rolf-Dieter Reiss Book 2011Latest edition Springer Basel AG 2011

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Michael Falk,Jürg Hüsler,Rolf-Dieter Reissdicate B belongs to the subject A as something contained (though covertly) in the concept A; or B lies outside the sphere of the concept A, though somehow connected with it. In the former case I call the judgement analytical, in the latter synthetical. Analytical judgements (affirmative) are therefo

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CORE

Michael Falk,Jürg Hüsler,Rolf-Dieter Reissl institutions can produce quite dramatic changes in the behaviour of the states and nonstate actors that they seek to influence. Taken as a whole, that body of research has also demonstrated several other important points. First, it has shown that determining whether observed changes in behaviour w

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Multivariate Generalized Pareto Distributionsing of multivariate exceedances, see Section 5.1. Various results around the multivariate peaks-over-threshold approach are compiled in Section 5.2. The peaks-overthreshold stability of a multivariate GPD is investigated in Section 5.3.

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The Pickands Approach in the Bivariate Caseng function ., see Section 6.1, and prove that the pertaining Pickands dependence function .is absolutely continuous, see Lemma 6.2.1 and the subsequent discussion. This property is unknown in higher dimensions.

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