Extreme Value Theory in Engineering

Extreme Value Theory in Engineering, 1st Edition

Extreme Value Theory in Engineering, 1st Edition,Enrique Castillo,ISBN9780121634759


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This book is a comprehensive guide to extreme value theory in engineering. Written for the end user with intermediate and advanced statistical knowledge, it covers classical methods as well as recent advances. A collection of 150 examples illustrates the theoretical results and takes the reader from simple applications through complex cases of dependence.


Engineers and graduate students in research and development.

Enrique Castillo

Affiliations and Expertise

Universidad de Santander, Spain

Extreme Value Theory in Engineering, 1st Edition

Introduction and Motivation. Order Statistics. Asymptotic Distributions of Maxima and Minima (I.D. Case). Shortcut Procedures: Probability Papers and Least-Square Methods. The Gumbel, Weibull, and Frechet Distributions. Selection of Limit Distributions from Data. Limit Distributions of K-TH Order Statistics. Limit Distributions in the Case of Dependence. Multivariate and Regression Models Related to Extremes. Multivariate Extremes. Appendixes.

Quotes and reviews

@qu:"The book is well written in an easy, accessible style and it can be used as a textbook or as consulting book."
@qu:"The book is in a formati which makes it easy to use from the point of view of applications. It is clearly written, and especially commendable is the inclusion of several pertinent data sets."

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