Title:
Extreme value theory in engineering
Personal Author:
Series:
Statistical modeling and decision science
Publication Information:
San Diego, Calif. : Academic Press, 1988
ISBN:
9780121634759
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
---|---|---|---|---|---|
Searching... | 30000000196836 | QA273.6 C36 1988 | Open Access Book | Book | Searching... |
On Order
Summary
Summary
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
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 |