Overview
- Editors:
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J. Tiago Oliveira
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Faculty of Sciences of Lisbon, Center for Statistics and Applications (I.N.I.C.), Academy of Sciences of Lisbon, Lisbon, Portugal
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Table of contents (51 chapters)
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Core Course
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Extremes and Stochastic Processes
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About this book
The first references to statistical extremes may perhaps be found in the Genesis (The Bible, vol. I): the largest age of Methu'selah and the concrete applications faced by Noah-- the long rain, the large flood, the structural safety of the ark --. But as the pre-history of the area can be considered to last to the first quarter of our century, we can say that Statistical Extremes emer ged in the last half-century. It began with the paper by Dodd in 1923, followed quickly by the papers of Fre-chet in 1927 and Fisher and Tippett in 1928, after by the papers by de Finetti in 1932, by Gumbel in 1935 and by von Mises in 1936, to cite the more relevant; the first complete frame in what regards probabilistic problems is due to Gnedenko in 1943. And by that time Extremes begin to explode not only in what regards applications (floods, breaking strength of materials, gusts of wind, etc. ) but also in areas going from Proba bility to Stochastic Processes, from Multivariate Structures to Statistical Decision. The history, after the first essential steps, can't be written in few pages: the narrow and shallow stream gained momentum and is now a huge river, enlarging at every moment and flooding the margins. Statistical Extremes is, thus, a clear-cut field of Probability and Statistics and a new exploding area for research.
Reviews
`According to the preface, 'the purpose of (this) NATO Advanced Science Institute ... was to obtain a complete perspective of the field, also with a series of promising directions of research and some recent results'. This purpose seems to me to have been admirably fulfilled, and the organisers, speakers and editor deserve great credit for this; anyone seriously interested in the subject will certainly wish to have this volume available.'
Metrika, 33:2 (1986)
Editors and Affiliations
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Faculty of Sciences of Lisbon, Center for Statistics and Applications (I.N.I.C.), Academy of Sciences of Lisbon, Lisbon, Portugal
J. Tiago Oliveira
