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

Descrição não disponível.
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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