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  • Michael Falk; Jürg Hüsler; Rolf-Dieter Reiss
    978-3-0348-0009-9
    2011
    Edition 3
    • Third edition of the successful seminar book, with special consideration of the recent change of focus of extreme value theory Focus on large observations defined as exceedances over high thresholds Emphasis on multivariate generalized Pareto distributions
    • Includes supplementary material: sn.pub/extras

    €240

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