Extreme Value Theory in Engineering
- 1st Edition - January 2, 2016
- Latest edition
- Author: Enrique Castillo
- Language: English
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… Read more
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.
Engineers and graduate students in research and development.
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.
"The book is well written in an easy, accessible style and it can be used as a textbook or as consulting book."—ZENTRALBLATT FUR MATHEMATIK
"The book is in a formati which makes it easy to use from the point of view of applications. It is clearly written, and especially commendable is the inclusion of several pertinent data sets." —MATHEMATICAL REVIEWS
"The book is in a formati which makes it easy to use from the point of view of applications. It is clearly written, and especially commendable is the inclusion of several pertinent data sets." —MATHEMATICAL REVIEWS
- Edition: 1
- Latest edition
- Published: January 2, 2016
- Language: English
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Enrique Castillo
Affiliations and expertise
Universidad de Santander, SpainRead Extreme Value Theory in Engineering on ScienceDirect