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Extreme Value and Related Models with Applications in Engineering and Science

ISBN: 978-0-471-67172-5
Hardcover
362 pages
November 2004
List Price: US $172.75
Government Price: US $119.64
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Preface.

I: DATA, INTRODUCTION AND MOTIVATION.

1. Introduction and Motivation.

II: PROBABILISTIC MODELS USEFUL IN EXTREMES.

2. Discrete Probabilistic Models.

3. Continuous Probabilistic Models.

III: MODEL ESTIMATION, SELECTION, AND VALIDATION.

4. Model Estimation.

5. Model Selection and Validation.

IV: EXACT MODELS FOR ORDER STATISTICS AND EXTREMES.

6. Order Statistics.

7. Point Processes and Exact Models.

V: ASYMPTOTIC MODELS FOR EXTREMES AND EXCEEDANCES.

8. Limit Distributions of Order Statistics.

9. Limit Distributions of Exceedances.

10. Multivariate Extremes.

Appendix: Statistical Tables.

Bibliography. 

Index.

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