<p></p><p> <br/></p><p></p><p>一本介绍概率极值理论的基础书籍: Extreme Value Theory - An Introduction<br/><br/>作者 Laurens de Haan，Ana Ferreira<br/><br/>英文版，共420页， Springer。<br/><br/>Part I One-Dimensional Observations<br/>1 Limit Distributions and Domains of Attraction 3<br/>2 Extreme and Intermediate Order Statistics 37<br/>3 Estimation of the Extreme Value Index and Testing 65<br/>4 Extreme Quantile and Tail Estimation 127<br/>5 Advanced Topics 155<br/><br/>Part II Finite-Dimensional Observations<br/>6 Basic Theory<br/>7 Estimation of the Dependence Structure 235<br/>8 Estimation of the Probability of a Failure Set 271<br/><br/>Part III Observations That Are Stochastic Processes<br/>9 Basic Theory in C[0,1] 293<br/>10 Estimation in C[0,1] 331<br/></p>