Overview

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, USA 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 experts in the fields of model-building statistics, engineering and business, whose 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 volume should be of interest to statisticians, mathematicians, engineers and business professionals with a basic knowledge of probability and statistics.

Full Product Details

Author:   J. Galambos ,  James Lechner ,  Emil Simiu ,  Emil Simiu (National Institute of Standards and Technology, Gaithersburg, Maryland, USA)
Publisher:   Springer
Imprint:   Springer
Edition:   1994 ed.
Dimensions:   Width: 15.50cm , Height: 3.00cm , Length: 23.50cm
Weight:   2.040kg
ISBN:  

9780792328650

ISBN 10:   0792328655
Pages:   520
Publication Date:   31 July 1994
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

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.

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