Regular Variation
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Regular Variation
Author: N. H. Bingham
language: en
Publisher: Cambridge University Press
Release Date: 1989-06-15
A comprehensive account of the theory and applications of regular variation.
Modelling Extremal Events
Author: Paul Embrechts
language: en
Publisher: Springer Science & Business Media
Release Date: 2013-01-02
"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS