Extreme Value Theory in Engineering
- 1st Edition - August 28, 1988
- 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
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Description
Description
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.
Readership
Readership
Engineers and graduate students in research and development.
Table of contents
Table of contents
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.
Review quotes
Review quotes
"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
Product details
Product details
- Edition: 1
- Latest edition
- Published: January 2, 2016
- Language: English
About the author
About the author
EC
Enrique Castillo
Affiliations and expertise
Universidad de Santander, SpainView book on ScienceDirect
View book on ScienceDirect
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