Extreme Value Theory and Applications, Volume 1 (Google eBook)
J. Galambos, James Lechner, Emil Simiu
Springer, Jul 31, 1994 - Technology & Engineering - 536 pages
The contributions in this volume represent a selection of the papers presented at the Conference on Extreme Value Theory and Applications held in Gaithersburg, Maryland in 1993. Recent rapid advancement in the theory of extremes, in the statistical inference of extreme-related problems and the ever-increasing acceptance of the theory in applications brought together the leading experts in the fields of model building statistics, engineering and business, whose authoritative presentations on these matters are published in this volume. A variety of engineering applications are covered: strength due to fatigue failure, bundle strength of fibre, longest living humans, concomitants of extremes such as characteristics of offspring of the present generation, long-run asset risk, reinsurance, high winds, and other applications. The theoreticians address model building and the newest results of statistical inference, including Bayesian methods. This is the first such mix of the theory and applications of extremes to be published. For statisticians, mathematicians, engineers and business professionals with a basic knowledge of probability and statistics.
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analysis approach approximation assume behaviour Castillo choice cluster condition convergence deﬁned denote density dependence distribution function domain of attraction Engineering estimation example exceedances exponential extreme order statistics extreme value distribution extreme value theory ﬁber ﬁeld ﬁnd ﬁnite ﬁrst ﬁt ﬁtted ﬁxed ﬂaw ﬂood Galambos galaxies Gaussian Gaussian process given Gumbel distribution Haan Hellinger distance Hence Hiisler independent integer interval Janos Galambos Leadbetter Lemma limit distribution linear Markov Math Mathematics max-stable maxima maximum likelihood mean methods multivariate extreme value normal distribution observations obtain order statistics parameter Pareto distribution Pickands plot point process Poisson process probability problem proof quantile random number random sequence random variables random vectors Reiss Resnick sample satisﬁes Section shape parameter signiﬁcant Smith spatial speciﬁc standard stationary stochastic structure Theorem Theory of Extreme threshold tion upcrossing wave Weibull distribution