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Statistical Extremes and Applications

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Cover of 'Statistical Extremes and Applications'

Table of Contents

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    Book Overview
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    Chapter 1 Statistical Extremes: Theory and Applications, Motivation and Perspectives
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    Chapter 2 Introduction, Order Statistics, Exceedances. Laws of Large Numbers
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    Chapter 3 Asymptotics; Stable Laws for Extremes; Tail Properties
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    Chapter 4 Slow Variation and Characterization of Domains of Attraction
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    Chapter 5 Introduction, Gumbel Model
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    Chapter 6 Statistical Estimation of Parameters of the Weibull and Frechet Distributions
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    Chapter 7 Univariate Extremes; Statistical Choice
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    Chapter 8 Statistical Estimation in Extreme Value Theory
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    Chapter 9 Probabilistic Aspects of Multivariate Extremes
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    Chapter 10 Bivariate Models for Extremes; Statistical Decision
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    Chapter 11 Extremes in Dependent Random Sequences
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    Chapter 12 Extremes in Continuous Stochastic Processes
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    Chapter 13 Comparison Technique for Highly Dependent Stationary Gaussian Processes
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    Chapter 14 Extremes in Hydrology
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    Chapter 15 Application of Extreme Values in Structural Engineering
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    Chapter 16 Extremes in Meteorology
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    Chapter 17 Extreme Values in Insurance Mathematics
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    Chapter 18 Use and Structure of Slepian Model Processes for Prediction and Detection in Crossing and Extreme Value Theory
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    Chapter 19 Spline and Isotonic Estimation of the Pareto Function
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    Chapter 20 Extremal Processes
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    Chapter 21 Extreme Values for Sequences of Stable Random Variables
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    Chapter 22 Large Deviations of Extremes
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    Chapter 23 Uniform Rates of Convergence to Extreme Value Distributions
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    Chapter 24 Rates of Convergence in Extreme Value Theory
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    Chapter 25 Concomitants in a Multidimensional Extreme Model
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    Chapter 26 A Short Cut Algorithm for Obtaining Coefficients of the Blue’s
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    Chapter 27 Statistical Choice of Univariate Extreme Models. Part II
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    Chapter 28 Doubly Exponential Random Number Generators
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    Chapter 29 Probability Problems in Seismic Risk and Load Combinations for Power Plants
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    Chapter 30 The Distribution of the Maximal Time Till Departure from a State in a Markov Chain
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    Chapter 31 The Box-Jenkins Model and the Progressive Fatigue Failure of Large Parallel Element Stay Tendons
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    Chapter 32 The Asymptotic Behaviour of the Maximum Likelihood Estimates for Univariate Extremes
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    Chapter 33 On Upper and Lower Extremes in Stationary Sequences
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    Chapter 34 Modelling Excesses over High Thresholds, with an Application
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    Chapter 35 Stationary Min-Stable Stochastic Processes
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    Chapter 36 Strong Approximations of Records and Record Times
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    Chapter 37 High Percentiles Atmospheric SO2-Concentrations in Belgium
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    Chapter 38 Extreme Response of the Linear Oscillator with Modulated Random Excitation
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    Chapter 39 Frost Data: A Case Study on Extreme Values of Non-Stationary Sequences
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    Chapter 40 Estimation of the Scale and Location Parameters of the Extreme Value (Gumbel) Distribution for Large Censored Samples
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    Chapter 41 Asymptotic Behaviour of the Extreme Order Statistics in the Non Identically Distributed Case
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    Chapter 42 Limit Distribution of the Minimum Distance between Independent and Identically Distributed d-Dimensional Random Variables
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    Chapter 43 Approximate Values for the Moments of Extreme Order Statistics in Large Samples
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    Chapter 44 Estimation of Parameters of Extreme Order Distributions of Exponential Type Parents
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    Chapter 45 On Ordered Uniform Spacings for Testing Goodness of Fit
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    Chapter 46 Inequalities for the Relative Sufficiency between Sets of Order Statistics
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    Chapter 47 Pot-Estimation of Extreme Sea States and the Benefit of Using Wind Data
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    Chapter 48 Threshold Methods for Sample Extremes
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    Chapter 49 On Successive Record Values in a Sequence of Independent Identically Distributed Random Variables
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    Chapter 50 Two Test Statistics for Choice of Univariate Extreme Models
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    Chapter 51 On the Asymptotic Upcrossings of a Class of Non-Stationary Sequences
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Title
Statistical Extremes and Applications
Published by
Springer, Dordrecht, January 1984
DOI 10.1007/978-94-017-3069-3
ISBNs
978-9-40-173069-3, 978-9-04-818401-9, 978-9-02-771804-4
Editors

Oliveira, J. Tiago

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 8 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 8 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 3 38%
Student > Bachelor 1 13%
Student > Doctoral Student 1 13%
Professor 1 13%
Student > Master 1 13%
Other 0 0%
Unknown 1 13%
Readers by discipline Count As %
Mathematics 3 38%
Physics and Astronomy 2 25%
Earth and Planetary Sciences 1 13%
Nursing and Health Professions 1 13%
Unknown 1 13%