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Elsevier

Extreme Value Theory in Engineering

  • 1 Edición - 1 de septiembre de 1988
  • Última edición
  • Autor: Enrique Castillo
  • Idioma: Inglés

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… Leer más

Descripción

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.

De interès para

Engineers and graduate students in research and development.

Índice

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.

Reseñas

"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

Detalles del producto

  • Edición: 1
  • Última edición
  • Publicado: 2 de enero de 2016
  • Idioma: Inglés

Sobre el autor

EC

Enrique Castillo

Afiliaciones y experiencia
Universidad de Santander, Spain

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