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Extreme Value Theory and Applications

Proceedings of the Conference on Extreme Value Theory and Applications, Volume 1 Gaithersburg Maryland 1993

  • Conference proceedings
  • © 1994

Overview

Editors:
  1. Janos Galambos

    1. Department of Mathematics, Temple University, Philadelphia, USA

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  2. James Lechner

    1. National Institute of Standards and Technology, Gaithersburg, USA

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  3. Emil Simiu

    1. National Institute of Standards and Technology, Gaithersburg, USA

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Table of contents (30 papers)

  1. Front Matter

    Pages i-xiv
    Download chapter PDF

  2. Inaugural Address

    1. Extreme Value Theory for Applications

      • Janos Galambos
      Pages 1-14

  4. Univariate Statistical Inference

    1. Extreme Value Statistics

      • Laurens de Haan
      Pages 93-122

    2. Bayes Quantile Estimation and Threshold Selection for the Generalized Pareto Family

      • James Pickands III
      Pages 123-138

    3. Novel Extreme Value Estimation Procedures: Application to Extreme Wind Data

      • John Gross, Alan Heckert, James Lechner, Emil Simiu
      Pages 139-158

    4. On Testing the Exponential and Gumbel Distribution

      • Frank Marohn
      Pages 159-174

  5. Computer Programs, Computations

    1. XTREMES: Extreme Value Analysis and Robustness

      • Rolf-Dieter Reiss, Sylvia Haßmann, Michael Thomas
      Pages 175-187

    2. Simulations for the Extreme Statistics

      • Masaaki Sibuya
      Pages 189-198

    3. Analytical and Empirical Study of the Tails of Probability Distributions

      • Janos Galambos, Nicholas Macri
      Pages 199-209

  6. Multivariate Theory and Applications

    1. Concomitants of Extreme Order Statistics

      • H. A. David
      Pages 211-224

    2. Multivariate Threshold Methods

      • Richard L. Smith
      Pages 225-248

    3. Applications of Multivariate Extremes

      • Jonathan Tawn
      Pages 249-268

    4. Some Aspects of Spatial Extremes

      • Stuart Coles
      Pages 269-282

  8. Point Processes and Extremes

    1. Extreme Values and Choice Theory

      • Sidney I. Resnick, Rishin Roy
      Pages 319-336
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Keywords

About this book

It appears that we live in an age of disasters: the mighty Missis­ sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem to be unexpected phenomena to the man on the street, they are actually happening according to well defined rules of science known as extreme value theory. We know that records must be broken in the future, so if a flood design is based on the worst case of the past then we are not really prepared against floods. Materials will fail due to fatigue, so if the body of an aircraft looks fine to the naked eye, it might still suddenly fail if the aircraft has been in operation over an extended period of time. Our theory has by now penetrated the so­ cial sciences, the medical profession, economics and even astronomy. We believe that our field has come of age. In or~er to fully utilize the great progress in the theory of extremes and its ever increasing acceptance in practice, an international conference was organized in which equal weight was given to theory and practice. This book is Volume I of the Proceedings of this conference. In selecting the papers for Volume lour guide was to have authoritative works with a large variety of coverage of both theory and practice.

Editors and Affiliations

  • Department of Mathematics, Temple University, Philadelphia, USA

    Janos Galambos

  • National Institute of Standards and Technology, Gaithersburg, USA

    James Lechner, Emil Simiu

Bibliographic Information

  • Book Title: Extreme Value Theory and Applications

  • Book Subtitle: Proceedings of the Conference on Extreme Value Theory and Applications, Volume 1 Gaithersburg Maryland 1993

  • Editors: Janos Galambos, James Lechner, Emil Simiu

  • DOI: https://doi.org/10.1007/978-1-4613-3638-9

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Kluwer Academic Publishers 1994

  • Hardcover ISBN: 978-0-7923-2865-0Published: 31 July 1994

  • Softcover ISBN: 978-1-4613-3640-2Published: 13 October 2011

  • eBook ISBN: 978-1-4613-3638-9Published: 01 December 2013

  • Edition Number: 1

  • Number of Pages: XIV, 520

  • Topics: Probability Theory and Stochastic Processes, Statistics, general, Classical Mechanics, Engineering Design

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