Laws of Small Numbers: Extremes and Rare Events
ISBN-10:
3034800088
ISBN-13:
9783034800082
Author(s): FALK, MICHAEL; Hüsler, Jürg
Edition: 3rd ed. 2010
Description:
The mathematical theory and applications of extremes and rare events have developed much since this book was first published in 1994. This third edition includes details of multivariate generalized Pareto distributions and their testing and estimation.
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