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Extreme Value Distributions: Theory and Applications
by Samuel Kotz (The George Washington University, USA) & Saralees Nadarajah (The University of Nottingham, UK)
http://www.worldscibooks.com/mathematics/p191.html
Table of Contents (33k)
Preface (54k)
Chapter 1: Univariate Extreme Value Distributions
Chapter 1.1: Historical Survey (139k)
Chapter 1.2: The Three Types of Extreme Value Distributions (146k)
Chapter 1.3: Limiting Distributions and Domain of Attraction (210k)
Chapter 1.4: Distribution Function and Moments of Type 1 Distribution (160k)
Chapter 1.5: Order Statistics, Record Values and Characterizations (175k)
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.
Contents:
Univariate Extreme Value Distributions
Generalized Extreme Value Distributions
Multivariate Extreme Value Distributions
Readership: Applied probabilists, applied statisticians, environmental scientists, climatologists, industrial engineers and management experts.
“… this is a solid mathematical treatment of some topics of extreme value theory addressed to professionals in the field of statistical distributions and statistical inference as well as to people interested in the applications of extreme value distributions. The book can be used very constructively as a textbook or a reference book.”
Mathematics Abstracts
“Extreme Value Distributions is a well-organized, workmanlike treatment of the subject … Researchers who need to deal with extreme value problems but are novice statisticians will greatly appreciate the clarity of presentation in this book and will wish to obtain copy.”
The Statisticians, Royal Society of Statistics
“The wealth of material and the critical comments by the authors on the various problems considered in the monograph should make it a valuable resource even for a specialist.”
Mathematical Reviews
others
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