Extreme Value Theory and Applications
Springer (Verlag)
978-0-7923-2865-0 (ISBN)
Inaugural Address.- Extreme Value Theory for Applications.- I: Engineering Applications.- Extremes in engineering applications.- The Poisson-Weibull flaw model for brittle fiber strength.- Extreme value distributions for linear and non-linear systems and applications to marine structures.- Extreme value theory for fibre bundles.- II: Univariate Statistical Inference.- Extreme value statistics.- Bayes quantile estimation and threshold selection for the Generalized Pareto family.- Novel extreme value estimation procedures: Application to extreme wind data.- On testing the exponential and Gumbel distribution.- III: Computer Programs, Computations.- XTREMES: Extreme value analysis and robustness.- Simulations for the extreme statistics.- Analytical and empirical study of the tails of probability distributions.- IV: Multivariate Theory and Applications.- Concomitants of extreme order statistics.- Multivariate threshold methods.- Applications of multivariate extremes.- Some aspects of spatial extremes.- V: Nonclassical Models.- Extremes: Limit results for univariate and multivariate nonstationary sequences.- Extreme value limit theory with nonlinear normalization.- VI: Point Processes and Extremes.- Extreme values and choice theory.- Functional laws for small numbers.- Record statistics from point process models.- VII: Continuous Time.- Extremes and exceedance measures for continuous parameter stationary processes.- A new class of random fields and their extreme values.- VIII: Special Topics for the Classical Model.- Penultimate behaviour of the extremes.- Weak convergence of the Hill estimator process.- On the limiting distribution of fractional parts of extreme order statistics.- IX: Probabilistic Number Theory.- On the largest prime divisors of an integer.- X: Astronomy.-Probing the nature of the brightest galaxies using extreme value theory.- XI: Business.- Safety first portfolio selection, extreme value theory and long run asset risks.- Extremes in non-life insurance.
Zusatzinfo | XIV, 520 p. |
---|---|
Verlagsort | Dordrecht |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
ISBN-10 | 0-7923-2865-5 / 0792328655 |
ISBN-13 | 978-0-7923-2865-0 / 9780792328650 |
Zustand | Neuware |
Haben Sie eine Frage zum Produkt? |
aus dem Bereich