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9781860942242

Extreme Value Distributions

by ;
  • ISBN13:

    9781860942242

  • ISBN10:

    1860942245

  • Format: Hardcover
  • Copyright: 2001-01-01
  • Publisher: Imperial College Pr

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Summary

This important book provides a comprehensive 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.

Table of Contents

Preface v
Univariate Extreme Value Distributions
1(60)
Generalized Extreme Value Distributions
61(34)
Multivariate Extreme Value Distributions
95(56)
Bibliography 151(28)
Index on Applications 179(2)
Subject Index 181

Supplemental Materials

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