Multivariate Extreme Value Theory and D-Norms
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Description
This monograph compiles the contemporary knowledge about D -norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D -norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views on D -norms from a functional analysis perspective and from stochastic geometry underline the aim of this book to reveal mathematical st