Statistical Extremes and Applications [E-Book] / edited by J. Tiago de Oliveira.
Oliveira, J. Tiago de, (editor)
Dordrecht : Springer, 1984
XII, 692 p. online resource.
englisch
9789401730693
10.1007/978-94-017-3069-3
NATO ASI Series, Series C: Mathematical and Physical Sciences ; 131
Full Text
Table of Contents:
  • A — Core Course
  • Inaugural Address: Statistical Extremes: Theory and Applications, Motivation and Perspectives
  • Introduction, Order Statistics, Exceedances. Laws of Large Numbers
  • Asymptotics; Stable Laws for Extremes. Tail Properties
  • Slow Variation and Characterization of Domains of Attraction
  • Introduction, Gumbel Model
  • Statistical Estimation of Parameters of the Weibull and Frechet Distributions
  • Univariate Extremes; Statistical Choice
  • Statistical Estimation in Extreme Value Theory
  • Probabilistic Aspects of Multivariate Extremes
  • Bivariate Models for Extremes; Statistical Decision
  • Extremes in Dependent Random Sequences
  • Extremes in Continuous Stochastic Processes
  • Comparison Technique for Highly Dependent Stationary Gaussian Processes
  • Extremes in Hydrology
  • Application of Extreme Values in Structural Engineering
  • Extremes in Meteorology
  • Extreme Values in Insurance Mathematics
  • B — Specific Lectures
  • Use and Structure of Slepian Model. Processes for Prediction and Detection in Crossing and Extreme Value Theory
  • Spline and Isotonic Estimation of the Pareto Function
  • Extremal Processes
  • Extreme Values for Sequences of Stable Random Variables
  • C — Workshops
  • Large Deviations of Extremes
  • Uniform Rates of Convergence to Extreme Value Distributions
  • Rates of Convergence in Extreme Value Theory
  • Concomitants in a Multidimensional Extreme Model
  • A Short Cut Algorithm for Obtaining Coefficients of the BLUE’s
  • Statistical Choice of Univariate Extreme Models. Part II
  • Doubly Exponential Random Number Generators
  • Probability Problems in Seismic Risk and Load Combinations for Power Plants
  • D — Contributed Papers
  • The Distribution of the Maximal Time till Departure from a State in a Markov Chain
  • The Box-Jenkins Model and the Progressive Fatigue Failure of Large Parallel Element Stay Tendons
  • The Asymptotic Behaviour of the Maximum Likelihood Estimates for Univariate Extremes
  • On Upper and Lower Extremes in Stationary Sequences
  • Modelling Excesses over High Thresholds, with an Application
  • Stationary Min-stable Stochastic Processes
  • Strong Approximations of Records and Record Times
  • High Percentiles Atmospheric SO2-Concentrations in Belgium
  • Extreme Response of the Linear Oscillator with Modulated Random Excitation
  • Frost Data: A Case Study on Extreme Values of Non-Stationary Sequences
  • Estimation of the Scale and Location Parameters of the Extreme Value (Gumbel) Distribution for Large Censored Samples
  • Asymptotic Behaviour of the Extreme Order Statistics in the Non-Identically Distributed Case
  • Limit Distribution of the Minimum Distance between Independent and Identically Distributed d-Dimensional Random Variables
  • Approximate Values for the Moments of Extreme Order Statistics in Large Samples
  • Estimation of Parameters of Extreme Order Distributions of Exponential Type Parents
  • On Ordered Uniform Spacings for Testing Goodness of Fit
  • Inequalities for the Relative Sufficiency between Sets of Order Statistics
  • POT-Estimation of Extreme Sea States and the Benefit of Using Wind Data
  • Threshold Methods for Sample Extremes
  • On Successive Record Values in a Sequence of Independent Identically Distributed Random Variables
  • Two Test Statistics for Choice of Univariate Extreme Models
  • On the Asymptotic Uperossings of a Class of Non-Stationary Sequences
  • Author Index.