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Extreme Value Theory and Applications

Proceedings of the Conference on Extreme Value Theory and Applications, Volume 1 Gaithersburg Maryland 1993
Sofort lieferbar | Lieferzeit: Sofort lieferbar I
ISBN-13:
9781461336389
Veröffentl:
2013
Seiten:
520
Autor:
J. Galambos
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:

Inaugural Address.- Extreme Value Theory for Applications.- I: Engineering Applications.- Extremes in engineering applications.- The Poisson-Weibull flaw model for brittle fiber strength.- Extreme value distributions for linear and non-linear systems and applications to marine structures.- Extreme value theory for fibre bundles.- II: Univariate Statistical Inference.- Extreme value statistics.- Bayes quantile estimation and threshold selection for the Generalized Pareto family.- Novel extreme value estimation procedures: Application to extreme wind data.- On testing the exponential and Gumbel distribution.- III: Computer Programs, Computations.- XTREMES: Extreme value analysis and robustness.- Simulations for the extreme statistics.- Analytical and empirical study of the tails of probability distributions.- IV: Multivariate Theory and Applications.- Concomitants of extreme order statistics.- Multivariate threshold methods.- Applications of multivariate extremes.- Some aspects of spatial extremes.- V: Nonclassical Models.- Extremes: Limit results for univariate and multivariate nonstationary sequences.- Extreme value limit theory with nonlinear normalization.- VI: Point Processes and Extremes.- Extreme values and choice theory.- Functional laws for small numbers.- Record statistics from point process models.- VII: Continuous Time.- Extremes and exceedance measures for continuous parameter stationary processes.- A new class of random fields and their extreme values.- VIII: Special Topics for the Classical Model.- Penultimate behaviour of the extremes.- Weak convergence of the Hill estimator process.- On the limiting distribution of fractional parts of extreme order statistics.- IX: Probabilistic Number Theory.- On the largest prime divisors of an integer.- X: Astronomy.-Probing the nature of the brightest galaxies using extreme value theory.- XI: Business.- Safety first portfolio selection, extreme value theory and long run asset risks.- Extremes in non-life insurance.

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