Extreme value theory in engineering / Enrique Castillo.

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...

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Bibliographic Details
Main Author: Castillo, Enrique, 1946-
Format: eBook
Language:English
Published: Boston : Academic Press, ©1988.
Series:Statistical modeling and decision science.
Subjects:
Online Access:Click for online access

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100 1 |a Castillo, Enrique,  |d 1946-  |1 https://id.oclc.org/worldcat/entity/E39PBJbtmcjvdFmJ4phXJHjKVC 
245 1 0 |a Extreme value theory in engineering /  |c Enrique Castillo. 
260 |a Boston :  |b Academic Press,  |c ©1988. 
300 |a 1 online resource (xv, 389 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Statistical modeling and decision science. 
504 |a Includes bibliographical references (pages 341-382) and index. 
588 0 |a Print version record. 
520 |a 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. 
505 0 |a Front Cover; Extreme Value Theory in Engineering; Copyright Page; Table of Contents; Preface; Part I: Introduction; Chapter 1. Introduction and Motivation; 1.1. Introduction; 1.2. Some Engineering Examples Where Extreme Value Theory Is of Significance; 1.3. New Developments in Extreme Value Theory; 1.4. Aim of the Book; 1.5. Organization of the Book; 1.6. Some Classical Statistical Concepts; Part II: Order Statistics; Chapter 2. Order Statistics; 2.1. Introduction; 2.2. Concept of Order Statistic; 2.3. Order Statistics from Independent and Identically Distributed Samples. 
505 8 |a 2.4. Order Statistics from Dependent SamplesPart III: Asymptotic Distribution of Sequences of Independent Random Variables; Chapter 3. Asymptotic Distributions of Maxima and Minima (I.I.D. Case); 3.1. Introduction and Motivation; 3.2. Statement of the Problem; 3.3. Limit Distributions and Domains of Attraction; 3.4. Von-Mises Forms; 3.5. Normalizing Constants; 3.6. Domain of Attraction of a Given Distribution; 3.7. Asymptotic Joint Distribution of Maxima and Minima; 3.8. Asymptotic Distributions of Range and Midrange; 3.9. Asymptotic Distributions of Maxima of Samples with Random Size. 
505 8 |a 3.10. Approximation of Distribution Functions in Their Tails3.11. The Penultimate Form of Approximation to Extremes; Chapter 4. Shortcut Procedures: Probability Papers and Least-Squares Methods; 4.1. Introduction; 4.2. The Theoretical Bases of Probability Paper; 4.3. The Problem of Plotting Positions; 4.4. Acceptance Regions; 4.5. Some Recommendations for the Use of Probability Papers in Extreme Value Problems; 4.6. Weighted Least-Squares Methods; Chapter 5. The Gumbel, Weibull and Frechet Distributions; 5.1. Introduction; 5.2. The Gumbel Distribution; 5.3. The Weibull Distribution. 
505 8 |a 5.4. The Frechet DistributionChapter 6. Selection of Limit Distributions from Data; 6.1. Statement of the Problem; 6.2. Methods for Determining the Domain of Attraction of a Parent Distribution from Samples; Chapter 7. Limit Distributions of k-th order Statistics; 7.1. Introduction; 7.2. Statement of the Problem and Previous Definitions; 7.3. Limit Distributions of Upper and Lower Order Statistics; 7.4. Limit Distributions of Other Order Statistics; 7.5. Asymptotic Distributions of k-th Order Statistics of Samples with Random Sizes. 
505 8 |a Part IV: Asymptotic Distribution of Sequences of Dependent Random VariablesChapter 8. Limit Distributions in the Case of Dependence; 8.1. Introduction; 8.2. Exchangeable Variables; 8.3. Dependence Conditions; 8.4. Limit Distributions of Maxima and Minima; 8.5. Asymptotic Distributions of k-th Extremes; Part V: Multivariate Case; Chapter 9. Multivariate and Regression Models Related to Extremes; 9.1. Introduction; 9.2. Regression Models; 9.3. Bivariate Models with Weibull Conditionals; Chapter 10. Multivariate Extremes; 10.1. Introduction; 10.2. Dependence Functions; 10.3. Limit Distributions. 
650 0 |a Extreme value theory. 
650 0 |a Mathematical statistics. 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
650 7 |a Extreme value theory  |2 fast 
650 7 |a Mathematical statistics  |2 fast 
650 7 |a Extremwertstatistik  |2 gnd 
650 7 |a Statistique mathématique.  |2 ram 
650 7 |a Valeurs extrêmes, théorie des.  |2 ram 
776 0 8 |i Print version:  |a Castillo, Enrique, 1946-  |t Extreme value theory in engineering.  |d Boston : Academic Press, ©1988  |z 0121634752  |w (DLC) 87016792  |w (OCoLC)17232708 
830 0 |a Statistical modeling and decision science. 
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