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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
US $116.95
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This price is valid for United States. Change location to view local pricing and availability. This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 1-2 days delivery time for paperbacks, and 3-5 days for hardcovers. The book is not returnable.
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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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