Extreme Value and Related Models with Applications in Engineering and Science / Edition 1

Extreme Value and Related Models with Applications in Engineering and Science / Edition 1

by Enrique Castillo, Ali S. Hadi, N. Balakrishnan, Jose M. Sarabia
     
 

ISBN-10: 047167172X

ISBN-13: 9780471671725

Pub. Date: 11/04/2004

Publisher: Wiley

This book provides readers with an elementary and comprehensive discussion on extreme value and related models. By using a large number of practical data from different science and engineering disciplines, it illustrates the practical importance and usefulness of extreme value modeling. Unusual, provocative, and concrete examples are derived from areas such as

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Overview

This book provides readers with an elementary and comprehensive discussion on extreme value and related models. By using a large number of practical data from different science and engineering disciplines, it illustrates the practical importance and usefulness of extreme value modeling. Unusual, provocative, and concrete examples are derived from areas such as ocean engineering, structural engineering, hydraulics, meteorology, materials science, fatigue studies, electrical strength of materials, highway traffic analysis, corrosion science, environmetrics, climatology, among others.

Product Details

ISBN-13:
9780471671725
Publisher:
Wiley
Publication date:
11/04/2004
Series:
Wiley Series in Probability and Statistics Series, #531
Pages:
362
Product dimensions:
6.40(w) x 9.43(h) x 0.72(d)

Table of Contents

Preface.

I: DATA, INTRODUCTION AND MOTIVATION.

1. Introduction and Motivation.

II: PROBABILISTIC MODELS USEFUL IN EXTREMES.

2. Discrete Probabilistic Models.

3. Continuous Probabilistic Models.

III: MODEL ESTIMATION, SELECTION, AND VALIDATION.

4. Model Estimation.

5. Model Selection and Validation.

IV: EXACT MODELS FOR ORDER STATISTICS AND EXTREMES.

6. Order Statistics.

7. Point Processes and Exact Models.

V: ASYMPTOTIC MODELS FOR EXTREMES AND EXCEEDANCES.

8. Limit Distributions of Order Statistics.

9. Limit Distributions of Exceedances.

10. Multivariate Extremes.

Appendix: Statistical Tables.

Bibliography. 

Index.

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