Introduction 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.
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.
Engineers and graduate students in research and development.
- No. of pages:
- © Academic Press 1988
- 2nd December 2012
- Academic Press
- Hardcover ISBN:
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@qu:"The book is well written in an easy, accessible style and it can be used as a textbook or as consulting book." @source:--ZENTRALBLATT FUR MATHEMATIK @qu:"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." @source:--MATHEMATICAL REVIEWS
Universidad de Santander, Spain