Statistics of Multivariate Extremes with Applications in Risk Management
The contributions of this thesis have mainly a dual purpose: introducing several multivariate statistical methodologies where in the major of the cases only stationary of the random variables is assumed, and also highlight some of the applied problems in risk management where extreme value theory m...
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| Format: | Doctoral Thesis |
| Language: | English |
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Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden
2009
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| Online Access: | http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-24962 http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-24962 http://www.qucosa.de/fileadmin/data/qucosa/documents/2496/theislyxpal.pdf |