+612 9045 4394
 
CHECKOUT
Extreme Value Theory and Applications : Proceedings of the Conference on Extreme Value Theory and Applications, Held in Gaithersburg, Maryland, 1993 :  Proceedings of the Conference on Extreme Value Theory and Applications, Held in Gaithersburg, Maryland, 1993 - Janos Galambos

Extreme Value Theory and Applications : Proceedings of the Conference on Extreme Value Theory and Applications, Held in Gaithersburg, Maryland, 1993

Proceedings of the Conference on Extreme Value Theory and Applications, Held in Gaithersburg, Maryland, 1993

By: Janos Galambos (Editor), James Lechner (Editor), Emil Simiu (Editor)

Hardcover

Published: December 2009
Ships: 7 to 10 business days
7 to 10 business days
RRP $775.99
$537.50
31%
OFF
or 4 easy payments of $134.38 with Learn more

The contributions in this volume represent a selection of the papers presented at the Conference on Extreme Value Theory and Applications held in Gaithersburg, Maryland in 1993. Recent rapid advancement in the theory of extremes, in the statistical inference of extreme-related problems and the ever-increasing acceptance of the theory in applications brought together the leading experts in the fields of model building statistics, engineering and business, whose authoritative presentations on these matters are published in this volume. A variety of engineering applications are covered: strength due to fatigue failure, bundle strength of fibre, longest living humans, concomitants of extremes such as characteristics of offspring of the present generation, long-run asset risk, reinsurance, high winds, and other applications. The theoreticians address model building and the newest results of statistical inference, including Bayesian methods. This is the first such mix of the theory and applications of extremes to be published. For statisticians, mathematicians, engineers and business professionals with a basic knowledge of probability and statistics.

Preface
Recollections of E. J. Gumbel
Extreme Value Theory for Applicationsp. 1
Extremes in engineering applicationsp. 15
The Poisson-Weibull flaw model for brittle fiber strengthp. 43
Extreme value distributions for linear and non-linear systems and applications to marine structuresp. 61
Extreme value theory for fibre bundlesp. 77
Extreme value statisticsp. 93
Bayes quantile estimation and threshold selection for the Generalized Pareto familyp. 123
Novel extreme value estimation procedures: Application to extreme wind datap. 139
On testing the exponential and Gumbel distributionp. 159
XTREMES: Extreme value analysis and robustnessp. 175
Simulations for the extreme statisticsp. 189
Analytical and empirical study of the tails of probability distributionsp. 199
Concomitants of extreme order statisticsp. 211
Multivariate threshold methodsp. 225
Applications of multivariate extremesp. 249
Some aspects of spatial extremesp. 269
Extremes: Limit results for univariate and multivariate nonstationary sequencesp. 283
Extreme value limit theory with nonlinear normalizationp. 305
Extreme values and choice theoryp. 319
Functional laws for small numbersp. 337
Record statistics from point process modelsp. 355
Extremes and exceedance measures for continuous parameter stationary processesp. 371
A new class of random fields and their extreme valuesp. 389
Penultimate behaviour of the extremesp. 403
Weak convergence of the Hill estimator processp. 419
On the limiting distribution of fractional parts of extreme order statisticsp. 433
On the largest prime divisors of an integerp. 447
Probing the nature of the brightest galaxies using extreme value theoryp. 463
Safety first portfolio selection, extreme value theory and long run asset risksp. 471
Extremes in non-life insurancep. 489
Subject Indexp. 511
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792328650
ISBN-10: 0792328655
Series: Nist Special Publication, 866.
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 520
Published: December 2009
Publisher: Springer
Country of Publication: NL
Dimensions (cm): 23.5 x 15.5  x 3.18
Weight (kg): 2.04