Extreme Value Theory in Engineering
Published on 14. May 2014
406 pages
978-0-08-091725-2 (ISBN)
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.
More details
Series
Language
English
Place of publication
San Diego
United States
ISBN-13
978-0-08-091725-2 (9780080917252)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Enrique Castillo
Extreme Value Theory in Engineering
Book
09/1988
Academic Press
€67.50
Shipment within 15-20 days
Person
Content
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.
