Research Catalog

Extreme value and related models with applications in engineering and science

Title
Extreme value and related models with applications in engineering and science / Enrique Castillo [and others].
Publication
Hoboken, N.J. : Wiley, [2005], ©2005.
Supplementary Content
Publisher description

Items in the Library & Off-site

Filter by

2 Items

StatusFormatAccessCall NumberItem Location
TextRequest in advance QA273.6 .E968 2005Off-site
TextUse in library Off-site

Holdings

Details

Additional Authors
Castillo, Enrique, 1946-
Description
xiv, 362 pages : illustrations; 24 cm
Summary
"Measuring and interpreting data for extreme values presents a unique and important challenge that has far-reaching implications for all aspects of modern engineering and science. Extreme Value and Related Models with Applications in Engineering and Science reflects the latest information in this growing field. The book incorporates illuminating real-world examples from such areas as structural engineering, hydraulics, meteorology, materials science, highway traffic analysis, environmetrics, and climatology, and is designed to help engineers, mathematicians, statisticians, and scientists gain a clearer understanding of extreme value theory and then translate that knowledge into practical applications within their own fields of research." "Enhanced with numerous graphs and exercises, plus an extensive bibliography for further study, this text is an important reference source for engineers designing structures that will withstand even the most extreme circumstances."--BOOK JACKET.
Subject
  • Extreme value theory
  • Random variables
  • Mathematical statistics
Bibliography (note)
  • Includes bibliographical references (p. 333-352) and index.
Contents
1. Introduction and motivation -- 2. Discrete probabilistic models -- 3. Continuous probabilistic models -- 4. Multivariate probabilistic models -- 5. Model estimation -- 6. Model selection and validation -- 7. Order statistics -- 8. Point processes and exact models -- 9. Limit distributions of order statistics -- 10. Limit distributions of exceedances and shortfalls -- 11. Multivariate extremes.
ISBN
047167172X
LCCN
2004049165
OCLC
  • ocm55488086
  • SCSB-5125230
Owning Institutions
Columbia University Libraries