Extreme Value Theory and Applications Proceedings of the Conference on Extreme Value Theory and Applications, Volume 1 Gaithersburg Maryland 1993 / edited by J. Galambos, James Lechner, Emil Simiu.

It appears that we live in an age of disasters: the mighty Missis­ sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Galambos, J. (Editor), Lechner, James (Editor), Simiu, Emil (Editor)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 1994.
Edition:1st ed. 1994.
Series:Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Inaugural Address
  • Extreme Value Theory for Applications
  • I: Engineering Applications
  • Extremes in engineering applications
  • The Poisson-Weibull flaw model for brittle fiber strength
  • Extreme value distributions for linear and non-linear systems and applications to marine structures
  • Extreme value theory for fibre bundles
  • II: Univariate Statistical Inference
  • Extreme value statistics
  • Bayes quantile estimation and threshold selection for the Generalized Pareto family
  • Novel extreme value estimation procedures: Application to extreme wind data
  • On testing the exponential and Gumbel distribution
  • III: Computer Programs, Computations
  • XTREMES: Extreme value analysis and robustness
  • Simulations for the extreme statistics
  • Analytical and empirical study of the tails of probability distributions
  • IV: Multivariate Theory and Applications
  • Concomitants of extreme order statistics
  • Multivariate threshold methods
  • Applications of multivariate extremes
  • Some aspects of spatial extremes
  • V: Nonclassical Models
  • Extremes: Limit results for univariate and multivariate nonstationary sequences
  • Extreme value limit theory with nonlinear normalization
  • VI: Point Processes and Extremes
  • Extreme values and choice theory
  • Functional laws for small numbers
  • Record statistics from point process models
  • VII: Continuous Time
  • Extremes and exceedance measures for continuous parameter stationary processes
  • A new class of random fields and their extreme values
  • VIII: Special Topics for the Classical Model
  • Penultimate behaviour of the extremes
  • Weak convergence of the Hill estimator process
  • On the limiting distribution of fractional parts of extreme order statistics
  • IX: Probabilistic Number Theory
  • On the largest prime divisors of an integer
  • X: Astronomy
  • Probing the nature of the brightest galaxies using extreme value theory
  • XI: Business
  • Safety first portfolio selection, extreme value theory and long run asset risks
  • Extremes in non-life insurance.