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D-Norms & Multivariate Extremes

  • Michael Falk
Chapter
Part of the Springer Series in Operations Research and Financial Engineering book series (ORFE)

Abstract

This chapter provides a smooth introduction to MEVT via D-norms. Standard references to MEVT are Balkema and Resnick (1977); de Haan and Resnick (1977); Resnick (1987); Vatan (1985); Beirlant et al. (2004); de Haan and Ferreira (2006), and Falk et al. (2011), among others. For the sake of completeness and for easier reference, we list some basics, starting with univariate extreme value theory.

References

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Michael Falk
    • 1
  1. 1.Fakultät für Mathematik und InformatikUniversität WürzburgWürzburgGermany

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