Extreme Value Theory in Engineering

✍ Scribed by Enrique Castillo (Auth.)

Publisher: Academic Press
Year: 1988
Tongue: English
Leaves: 380
Series: Statistical modeling and decision science
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

Abstract: 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

✦ Table of Contents

Content:
Front Matter, Page iii
Copyright, Page iv
Dedication, Page v
Preface, Pages xiii-xv
Chapter 1 - Introduction and Motivation, Pages 3-19
Chapter 2 - Order Statistics, Pages 23-94
Chapter 3 - Asymptotic Distributions of Maxima and Minima (I.I.D. Case), Pages 97-125
Chapter 4 - Shortcut Procedures: Probability Papers and Least-Squares Methods, Pages 127-182
Chapter 5 - The Gumbel, Weibull and Frechet Distributions, Pages 183-209
Chapter 6 - Selection of Limit Distributions from Data, Pages 211-226
Chapter 7 - Limit Distributions of k-th order Statistics, Pages 227-246
Chapter 8 - Limit Distributions in the Case of Dependence, Pages 249-270
Chapter 9 - Multivariate and Regression Models Related to Extremes, Pages 273-291
Chapter 10 - Multivariate Extremes, Pages 293-308
Appendix A - The Orthogonal Inverse Expansion Method, Pages 309-317
Appendix B - Computer Codes, Pages 319-332
Appendix C - Data Examples, Pages 333-340
Bibliography, Pages 341-382
Index, Pages 383-389

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