Extreme Value Theory and Applications (Vol 1)

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.

ISBN 0792328655   Pages 536 ISBN13 9780792328650 (What's this?)   Volumes 001 Publisher Kluwer Academic Publishers   Weight (grammes) 2040 Imprint Kluwer Academic Publishers   Published in Dordrecht Format Hardback   Series title Mathematics and Its Applications Publication date 01 Jul 1994   Height (mm) 234 Non-book description v. <1, 3> :   Width (mm) 156 Library of Congress 94015439   Spine width (mm) 30 DEWEY 519.5   Academic level Professional / Scholarly DEWEY edition DC20

		Preface
		Recollections of E. J. Gumbel by Churchill Eisenhart
		Extreme Value Theory for Applications by Janos Galambos		1
		Extremes in engineering applications by Enrique Castillo		15
		The Poisson-Weibull flaw model for brittle fiber strength by Howard M. Taylor		43
		Extreme value distributions for linear and non-linear systems and applications to marine structures by Alaa E. Mansour		61
		Extreme value theory for fibre bundles by Pranab K. Sen		77
		Extreme value statistics by Laurens de Haan		93
		Bayes quantile estimation and threshold selection for the Generalized Pareto family by James Pickands III		123
		Novel extreme value estimation procedures: Application to extreme wind data by John Gross and Alan Heckert and James Lechner and Emil Simiu		139
		On testing the exponential and Gumbel distribution by Frank Marohn		159
		XTREMES: Extreme value analysis and robustness by Rolph-Dieter Reiss and Sylvia Hassmann and Michael Thomas		175
		Simulations for the extreme statistics by Masaaki Sibuya		189
		Analytical and empirical study of the tails of probability distributions by Janos Galambos and Nicholas Macri		199
		Concomitants of extreme order statistics by Herbert A. David		211
		Multivariate threshold methods by Richard L. Smith		225
		Applications of multivariate extremes by Jonathan Tawn		249
		Some aspects of spatial extremes by Stuart Coles		269
		Extremes: Limit results for univariate and multivariate nonstationary sequences by Jurg Husler		283
		Extreme value limit theory with nonlinear normalization by Elisaveta Pancheva		305
		Extreme values and choice theory by Sidney I. Resnick and Rishin Roy		319
		More...

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