Statistical Extremes and Applications [EBook] / edited by J. Tiago de Oliveira.
Statistical Extremes and Applications [EBook] / edited by J. Tiago de Oliveira.
The first references to statistical extremes may perhaps be found in the Genesis (The Bible, vol. I): the largest age of Methu'selah and the concrete applications faced by Noah the long rain, the large flood, the structural safety of the ark . But as the prehistory of the area can be consi...
Personal Name(s):  Oliveira, J. Tiago de, (editor) 

Imprint: 
Dordrecht :
Springer,
1984

Physical Description: 
XII, 692 p. online resource. 
Note: 
englisch 
ISBN: 
9789401730693 
DOI: 
10.1007/9789401730693 
Series Title: 
NATO ASI Series, Series C: Mathematical and Physical Sciences ;
131 
Subject (LOC):  
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 BoxJenkins 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 Minstable Stochastic Processes
 Strong Approximations of Records and Record Times
 High Percentiles Atmospheric SO2Concentrations in Belgium
 Extreme Response of the Linear Oscillator with Modulated Random Excitation
 Frost Data: A Case Study on Extreme Values of NonStationary 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 NonIdentically Distributed Case
 Limit Distribution of the Minimum Distance between Independent and Identically Distributed dDimensional 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
 POTEstimation 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 NonStationary Sequences
 Author Index.