Extreme Value and Related Models with Applications in Engineering and Science
Extreme Value and Related Models with Applications in Engineering and Science
Hadi, Ali S.; Castillo, Enrique; Balakrishnan, Narayanaswamy; Sarabia, Jose M.
John Wiley & Sons Inc
11/2004
384
Dura
Inglês
9780471671725
15 a 20 dias
714
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.
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.