Statistical Extremes and Applications [E-Book] / 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 pre-history of the area can be consi...
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Full text |
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Personal Name(s): | Oliveira, J. Tiago de, editor |
Imprint: |
Dordrecht :
Springer,
1984
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Physical Description: |
XII, 692 p. online resource. |
Note: |
englisch |
ISBN: |
9789401730693 |
DOI: |
10.1007/978-94-017-3069-3 |
Series Title: |
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NATO ASI Series, Series C: Mathematical and Physical Sciences ;
131 |
Subject (LOC): |
- 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.