Extreme Value Theory in Engineering
- Enrique Castillo, Universidad de Santander, Spain
This book is a comprehensive guide to extreme value theory in engineering. Written for the end user with intermediate and advanced statistical knowledge, it covers classical methods as well as recent advances. A collection of 150 examples illustrates the theoretical results and takes the reader from simple applications through complex cases of dependence.View full description
Engineers and graduate students in research and development.
- Published: August 1988
- Imprint: ACADEMIC PRESS
- ISBN: 978-0-12-163475-9
"The book is well written in an easy, accessible style and it can be used as a textbook or as consulting book."
--ZENTRALBLATT FUR MATHEMATIK
"The book is in a formati which makes it easy to use from the point of view of applications. It is clearly written, and especially commendable is the inclusion of several pertinent data sets."--MATHEMATICAL REVIEWS
Table of ContentsIntroduction and Motivation. Order Statistics. Asymptotic Distributions of Maxima and Minima (I.D. Case). Shortcut Procedures: Probability Papers and Least-Square Methods. The Gumbel, Weibull, and Frechet Distributions. Selection of Limit Distributions from Data. Limit Distributions of K-TH Order Statistics. Limit Distributions in the Case of Dependence. Multivariate and Regression Models Related to Extremes. Multivariate Extremes. Appendixes.