Enrique Castillo,
Enrique (Universidad de Santander, Spain) Castillo
Elsevier Science
e druk, 1988
9780121634759
Extreme Value Theory in Engineering
Specificaties
Gebonden, blz.
|
Engels
Elsevier Science |
e druk, 1988
ISBN13: 9780121634759
Rubricering
Onderdeel van serie
Statistical Modeling and Decision Science
Levertijd ongeveer 8 werkdagen
Samenvatting
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.
Specificaties
Inhoudsopgave
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.