Extreme Value Theory and Applications

Edited by Janos Galambos, James Lechner and Emil Simiu

in Springer Books from Springer

Date: 1994
ISBN: 978-1-4613-3638-9
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Chapters in this book:

Extreme Value Theory for Applications

Janos Galambos

Extremes in Engineering Applications

Enrique Castillo

The Poisson-Weibull Flaw Model for Brittle Fiber Strength

Howard M. Taylor

Extreme Value Distributions for Linear and Non-Linear Systems and Applications to Marine Structures

Alaa E. Mansour

Extreme Value Theory for Fibre Bundles

Pranab Kumar Sen

Extreme Value Statistics

Laurens de Haan

Bayes Quantile Estimation and Threshold Selection for the Generalized Pareto Family

James Pickands

Novel Extreme Value Estimation Procedures: Application to Extreme Wind Data

John Gross, Alan Heckert, James Lechner and Emil Simiu

On Testing the Exponential and Gumbel Distribution

Frank Marohn

XTREMES: Extreme Value Analysis and Robustness

Rolf-Dieter Reiss, Sylvia Haßmann and Michael Thomas

Simulations for the Extreme Statistics

Masaaki Sibuya

Analytical and Empirical Study of the Tails of Probability Distributions

Janos Galambos and Nicholas Macri

Concomitants of Extreme Order Statistics

H. A. David

Multivariate Threshold Methods

Richard L. Smith

Applications of Multivariate Extremes

Jonathan Tawn

Some Aspects of Spatial Extremes

Stuart Coles

Extremes: Limit Results for Univariate and Multivariate Nonstationary Sequences

Jürg Hüsler

Extreme Value Limit Theory with Nonlinear Normalization

E. Pancheva

Extreme Values and Choice Theory

Sidney I. Resnick and Rishin Roy

Functional Laws of Small Numbers

Michael Falk and Rolf-Dieter Reiss

Record Statistics from Point Process Models

H. N. Nagaraja

Extremes and Exceedance Measures for Continuous Parameter Stationary Processes

M. R. Leadbetter

A New Class of Random Fields and Their Extreme Values

Simeon M. Berman

Penultimate Behaviour of the Extremes

M. Ivette Gomes

Weak Convergence of the Hill Estimator Process

David M. Mason and Tatyana S. Turova

On the Limiting Distribution of Fractional Parts of Extreme Order Statistics

R. J. G. Wilms

On the Largest Prime Divisors of an Integer

Jean-Marie De Koninck

Probing the Nature of the Brightest Galaxies Using Extreme Value Theory

Suketu P. Bhavsar

Safety First Portfolio Selection, Extreme Value Theory and Long Run Asset Risks

Laurens de Haan, Dennis W. Jansen, Kees Koedijk and Casper G. de Vries

Extremes in Non-Life Insurance

Jan Beirlant, Jozef L. Teugels and Petra Vynckier

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DOI: 10.1007/978-1-4613-3638-9

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