Extreme value theory and applications : proceedings of the Conference on Extreme Value Theory and Applications, Gaithersburg, Maryland, 1993 / edited by János Galambos, James Lechner, and Emil Simiu ; technical editing by Nicholas Macri
- Conference Author
- Conference on Extreme Value Theory and Applications (1993 : Gaithersburg, Md.)
- Published
- Dordrecht ; Boston : Kluwer Academic, [1994-]
- Copyright Date
- ©1994-
- Physical Description
- volumes ; 25 cm.
- Additional Creators
- Galambos, János, Lechner, James, and Simiu, Emil
- Series
- Contents
- Machine generated contents note: Recollections of E. J. Gumbel / Churchill Eisenhart -- 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 K. Sen -- Extreme value statistics / Laurens de Haan -- Bayes quantile estimation and threshold selection for the Generalized Pareto family / James Pickands III -- Novel extreme value estimation procedures: Application to extreme wind data / Emil Simiu / James Lechner / John Gross / Alan Heckert -- On testing the exponential and Gumbel distribution / Frank Marohn -- XTREMES: Extreme value analysis and robustness / Sylvia Hassmann / Michael Thomas / Rolph-Dieter Reiss -- Simulations for the extreme statistics / Masaaki Sibuya -- Analytical and empirical study of the tails of probability distributions / Janos Galambos / Nicholas Macri -- Concomitants of extreme order statistics / Herbert 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 / Jurg Husler -- Extreme value limit theory with nonlinear normalization / Elisaveta Pancheva -- Extreme values and choice theory / Rishin Roy / Sidney I. Resnick -- Functional laws for small numbers / Rolf-Dieter Reiss / Michael Falk -- 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 / Tatyana S. Turova -- On the limiting distribution of fractional parts of extreme order statistics / Roel 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 / C. G. de Vries / K. Koedijk / D. W. Jansen / L. de Haan -- Extremes in non-life insurance / Petra Vynckier / Jan Beirlant / Jozef L. Teugels.
- Summary
- "The contributions in this volume represent a selection of the papers presented at the Conference on Extreme Value Theory and Applications held in Gaithersburg, Maryland in 1993. All the papers were refereed prior to publication and were chosen in order to have an authoritative work offering a wide variety of coverage of both theory and practice. Two additional volumes of papers presented at the conference will be published by the National Institute of Standards and Technology." "Recent rapid advancement in the theory of extremes, in the statistical inference of extreme-related problems and the ever increasing acceptance of the theory in applications brought together the leading experts in the fields of model building statistics, engineering and business, whose authoritative presentations on these matters are published in this volume. A variety of engineering applications, strength due to fatigue failure, bundle strength of fibre, longest living humans, concomitants of extremes such as characteristics of offspring of the present generation, long-run asset risk, reinsurance, high winds, and other applications are covered. The theoreticians address model building and the newest results of statistical inference, including Bayesian methods. This is the first such mix of the theory and applications of extremes to be published." --Book Jacket.
- Report Numbers
- C 13.10:866
- Subject(s)
- ISBN
- 0792328655 (v. 1 : acid-free)
- Note
- Vol. 3 has imprint: Gaithersburg, MD : U.S. Dept. of Commerce, Technology Administration, National Institute of Standards and Technology ; Washington, DC : For sale by the Supt. of Docs., U.S. G.P.O.
"The Proceedings are published in three volumes. Volume I, published by Kluwer Academic Publishers, contains papers of general interest ... Volume II, a special issue of the NIST journal of research, contains papers deemed ... to be most directly relevant to NIST's mission. Volume III ... contains papers selected for their important contribution to a number of specialized topics"--Vol. 3, p. iii.
Charles Hagwood, technical editor"--Vol. 3. - Bibliography Note
- Includes bibliographical references and index.
- Reproduction Note
- Microform. [Washington, D.C.], U.S. G.P.O., 1994. [3] microfiches : negative ; 11 x 15 cm.
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