| 1 Introduction 1.1 Basic Concepts 1.2 Examples 1.3 Structure of the Book 1.4 Further Reading 2 Basics of Statistical Modeling 2.1 Introduction 2.2 Basic Statistical Concepts 2.3 Multivariate Distributions 2.4 Random Processes 2.5 Limit Laws 2.6 Parametric Modeling 2.7 Example 2.8 Further Reading 3 Classical Extreme Value Theory and Models 3.1 Asymptotic Models 3.2 Asymptotic Models for Minima 3.3 Inference for the GEV Distribution 3.4 Examples 3.5 Model Generalization: the r Largest Order Statistic Model 3.6 Further Reading 4 Threshold Models 4.1 Introduction 4.2 Asymptotic Model Characterization 4.3 Modeling Threshold Excesses 4.4 Examples 4.5 Further Reading 5 Extremes of Dependent Swquences 6 Extremes of Non-stationary Sequences 7 A Point Process Characterization of Extremes 8 Multivariate Extremes 9 Further Topics A Computational Aspencts References Index |
内容加载中，请稍后...
商品评论（0条）