Extreme Value DistributionsWorld Scientific, 9 oct 2000 - 196 páginas This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions — one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited probabilistic background and to expert in the field./a |
Índice
| 1 | |
Chapter 2 Generalized Extreme Value Distributions | 61 |
Chapter 3 Multivariate Extreme Value Distributions | 95 |
| 151 | |
Otras ediciones - Ver todo
Extreme Value Distributions: Theory and Applications Samuel Kotz,Saralees Nadarajah Vista previa restringida - 2000 |
Extreme Value Distributions: Theory and Applications Samuel Kotz,Saralees Nadarajah Vista previa restringida - 2000 |
Extreme Value Distributions: Theory and Applications Samuel Kotz,Saralees Nadarajah No hay ninguna vista previa disponible - 2000 |
Términos y frases comunes
approximation Balakrishnan Bayesian bivariate extreme value censored samples characterization coefficient Coles and Tawn convergence corresponding covariance defined denote density function dependence structure discussed distribution function domain of attraction efficient equation exponential distribution extremal quotient extreme value distribution extreme value theory flood GEV distribution given Gumbel distribution Haan joint density joint df limiting distribution linear unbiased estimators location parameter log log logistic distribution maxima maximum likelihood estimation method Mises multivariate extreme value Nadarajah observations obtained order statistics Pareto distribution Pickands prior probability PWM estimators quantile random variables satisfy scale parameter sequence simulation standard tail threshold tolerance limits total independence transformation type 1 distribution type 1 extreme type 1 Gumbel Type-II unit Fréchet variance vector Weibull distribution Y₁