Extreme Value Theory in Engineering

Extreme Value Theory in Engineering

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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.
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Product details

  • Hardback | 389 pages
  • 154.94 x 231.14 x 30.48mm | 725.74g
  • Academic Press Inc
  • San Diego, United States
  • English
  • 0121634752
  • 9780121634759
  • 2,129,789

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.
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Review quote

"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
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