Extreme value distributions : theory and applications

書誌事項

Extreme value distributions : theory and applications

Samuel Kotz, Saralees Nadarajah

Imperial College Press, 2002, c2000

[Reprinted ed.]

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注記

Bibliography: p. 153-180

Includes indexes

内容説明・目次

内容説明

This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions - one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited probabilistic background and to expert in the field.

目次

  • Univariate extreme value distributions
  • generalized extreme value distributions
  • multivariate extreme value distributions.

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