Narayanaswamy Balakrishnan

Extreme Value and Related Models

Mitarbeit:Castillo, Enrique; Hadi, Ali S.

• Gebundenes Buch

Produktbeschreibung

Here's an elementary and comprehensive discussion on extreme value and related models. By using a large number of practical data from different science and engineering disciplines, it illustrates the practical importance and usefulness of extreme value modeling. Unusual, provocative, and concrete examples are derived from areas such as ocean engineering, structural engineering, hydraulics, meteorology, materials science, fatigue studies, electrical strength of materials, highway traffic analysis, corrosion science, environmetrics, climatology, among others.
_ Emphasizes lucid and analytic explanations of the data in the context of a global world.
_ Presents specific data in wind, flood, wave, Houmb's, Ocmulgee River, oldest age at death in Sweden, telephone calls, epicenter, chain strength, electrical insulation, fatigue, precipitation, and Bilbao wave heights phenomena.
_ Discusses different types of inference, extreme value regression, and handling of outliers.

Produktdetails

• Verlag: Wiley & Sons
• 1. Auflage
• Seitenzahl: 384
• Erscheinungstermin: 4. November 2004
• Englisch
• Abmessung: 240mm x 161mm x 25mm
• Gewicht: 665g
• ISBN-13: 9780471671725
• ISBN-10: 047167172X
• Artikelnr.: 12964814

Autorenporträt

ENRIQUE CASTILLO, PhD, is a Professor of Applied Mathematics at the University of Cantabria in Santander, Spain. He is a mathematician and a civil engineer and member of the Spanish Royal Academy of Engineering. ALI S. HADI, PhD, is a Professor of Mathematical, Statistical, and Computational Sciences at the American University in Cairo, Egypt. He is a Stephen H. Weiss Presidential Fellow and Professor Emeritus at Cornell University. N. BALAKRISHNAN, PhD, is a Professor in the Department of Mathematics and Statistics at McMaster University in Ontario, Canada. He is a Fellow of the American Statistical Association and currently the Editor-in-Chief of Communications in Statistics and Wiley's Encyclopedia of Statistical Sciences, Second Edition. JOSÉ M. SARABIA, PhD, is a Professor of Statistics in the Department of Economics at the University of Cantabria, Spain. He is a member of the American Statistical Association and is Associate Editor of the journal Test.

Inhaltsangabe

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.

Rezensionen

"This text provides an extensive coverage of the distribution theory of extreme values...the text is well presented with clearly displayed equations and diagrams...a particularly useful reference book..." ( International Statistical Institute , Vol 25 (2) August 2005)