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Extreme Value Theory

Extreme Value Theory PDF Author: Laurens de Haan
Publisher: Springer Science & Business Media
ISBN: 0387344713
Category : Mathematics
Languages : en
Pages : 421

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Book Description
Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity