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Extreme Value Theory in Engineering Enrique Castillo (Universidad de Santander, Spain)

Extreme Value Theory in Engineering By Enrique Castillo (Universidad de Santander, Spain)

Extreme Value Theory in Engineering by Enrique Castillo (Universidad de Santander, Spain)

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Summary

Written for those with intermediate and advanced statistical knowledge, this is a guide to extreme value theory in engineering. It covers classical methods with advances in the field. It also contains examples that illustrate the theoretical results, and takes the reader from simple applications through to complex cases of dependence.

Extreme Value Theory in Engineering Summary

Extreme Value Theory in Engineering by Enrique Castillo (Universidad de Santander, Spain)

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.

Extreme Value Theory in Engineering Reviews

The book is well written in an easy, accessible style and it can be used as a textbook or as consulting book. --ZENTRALBLATT FUR MATHEMATIK 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. --MATHEMATICAL REVIEWS

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.

Additional information

NPB9780121634759
9780121634759
0121634752
Extreme Value Theory in Engineering by Enrique Castillo (Universidad de Santander, Spain)
Enrique Castillo (Universidad de Santander, Spain)
Statistical Modeling and Decision Science
New
Hardback
Elsevier Science Publishing Co Inc
1988-09-01
389
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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