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Extreme Value Theory provides a comprehensive exploration of the subject, starting from foundational mathematics to advanced statistical theory. It covers one-dimensional and higher-dimensional cases, focusing on applications and probabilistic aspects. The book includes case studies and an appendix on regular variation, making it suitable for graduate students and researchers.
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Extreme Value Theory, Ana Ferreira, Laurens de Haan
- Language
- Released
- 2010
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- (Paperback)
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