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Extreme Value Theory: An Introduction
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
436 pages, Hardcover
First published February 15, 2005
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August 22, 2017
Gives a thorough introduction (also has advanced chapters) but still tough for those without a strong mathematical background. There are other books with more motivating examples which may prove to be more accessible.
Displaying 1 of 1 review