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Extreme Value Theory

Proceedings of a Conference held in Oberwolfach, Dec. 6–12, 1987

  • Conference proceedings
  • © 1989

Overview

Editors:
  1. Jürg Hüsler

    1. Institut für mathematische Statistik, Universität Bern, Bern, Switzerland

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  2. Rolf-Dieter Reiss

    1. Universität Gesamthochschule Siegen, Siegen, Federal Republic of Germany

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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Lecture Notes in Statistics (LNS, volume 51)

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Table of contents (22 papers)

  1. Front Matter

    Pages I-X
    Download chapter PDF

  2. Univariate Extremes: Probability Theory

    1. Limit Laws and Expansions

      1. Best Attainable Rate of Joint Convergence of Extremes
        • Michael Falk
        Pages 1-9
      2. Recent Results on Asymptotic Expansions in Extreme Value Theory
        • Trevor J. Sweeting
        Pages 10-20

  3. Univariate Extremes: Statistics

    3. Sufficiency of Extremes in Parametric Models

      1. The Role of Extreme Order Statistics for Exponential Families
        • Arnold Janssen
        Pages 204-221

  4. Multivariate Extremes

    1. Multivariate Records and Shape

      • K. Kinoshita, S. I. Resnick
      Pages 222-233
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Keywords

About this book

The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory. After the pioneering work of M. Frechet (1927) and of R.A. Fisher and L.R.C. Tippett (1928), who discovered the limiting distributions of extremes, the importance of mathematical concepts of extreme behavior in applications was impressively demonstrated by statisticians like E.J. Gumbel and W. Weibull. The predominant role of applied aspects in that early period may be highlighted by the fact that two of the "Fisher-Tippett asymptotes" also carry the names of Gumbel and Weibull. In the last years, the complexity of problems and their tractability by mathematical methods stimulated a rapid development of mathematical theory that substantially helped to improve our understanding of extreme behavior. Due to the depth and richness of mathematical ideas, extreme value theory has become more and more of interest for mathematically oriented research workers. This was one of the reasons to organize a conference on extreme value theory which was held at the Mathematische Forschungsinstitut at Oberwolfach (FRG) in December 1987.

Editors and Affiliations

  • Institut für mathematische Statistik, Universität Bern, Bern, Switzerland

    Jürg Hüsler

  • Universität Gesamthochschule Siegen, Siegen, Federal Republic of Germany

    Rolf-Dieter Reiss

Bibliographic Information

  • Book Title: Extreme Value Theory

  • Book Subtitle: Proceedings of a Conference held in Oberwolfach, Dec. 6–12, 1987

  • Editors: Jürg Hüsler, Rolf-Dieter Reiss

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-3634-4

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1989

  • Softcover ISBN: 978-0-387-96954-1Published: 21 February 1989

  • eBook ISBN: 978-1-4612-3634-4Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: X, 279

  • Topics: Probability Theory and Stochastic Processes

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