Extreme Value Theory in Engineering

By
Enrique Castillo, Universidad de Santander, Spain

Description
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.

Included in series
Statistical Modeling and Decision Science

Audience:
Engineers and graduate students in research and development.