Title | Extreme Value Theory and Applications [electronic resource] : Proceedings of the Conference on Extreme Value Theory and Applications, Volume 1 Gaithersburg Maryland 1993 / edited by Janos Galambos, James Lechner, Emil Simiu |
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Imprint | Boston, MA : Springer US, 1994 |
Connect to | http://dx.doi.org/10.1007/978-1-4613-3638-9 |
Descript | XIV, 520 p. online resource |
Inaugural Address -- Extreme Value Theory for Applications -- I: Engineering Applications -- Extremes in engineering applications -- The Poisson-Weibull flaw model for brittle fiber strength -- Extreme value distributions for linear and non-linear systems and applications to marine structures -- Extreme value theory for fibre bundles -- II: Univariate Statistical Inference -- Extreme value statistics -- Bayes quantile estimation and threshold selection for the Generalized Pareto family -- Novel extreme value estimation procedures: Application to extreme wind data -- On testing the exponential and Gumbel distribution -- III: Computer Programs, Computations -- XTREMES: Extreme value analysis and robustness -- Simulations for the extreme statistics -- Analytical and empirical study of the tails of probability distributions -- IV: Multivariate Theory and Applications -- Concomitants of extreme order statistics -- Multivariate threshold methods -- Applications of multivariate extremes -- Some aspects of spatial extremes -- V: Nonclassical Models -- Extremes: Limit results for univariate and multivariate nonstationary sequences -- Extreme value limit theory with nonlinear normalization -- VI: Point Processes and Extremes -- Extreme values and choice theory -- Functional laws for small numbers -- Record statistics from point process models -- VII: Continuous Time -- Extremes and exceedance measures for continuous parameter stationary processes -- A new class of random fields and their extreme values -- VIII: Special Topics for the Classical Model -- Penultimate behaviour of the extremes -- Weak convergence of the Hill estimator process -- On the limiting distribution of fractional parts of extreme order statistics -- IX: Probabilistic Number Theory -- On the largest prime divisors of an integer -- X: Astronomy -- Probing the nature of the brightest galaxies using extreme value theory -- XI: Business -- Safety first portfolio selection, extreme value theory and long run asset risks -- Extremes in non-life insurance