Extreme Value and Related Models with Applications in Engineering and Science

ENRIQUE CASTILLO, PhD, is a Professor of Applied Mathematics at the University of Cantabria in Santander, Spain. He is a mathematician and a civil engineer and member of the Spanish Royal Academy of Engineering. ALI S. HADI, PhD, is a Professor of Mathematical, Statistical, and Computational Sciences at the American University in Cairo, Egypt. He is a Stephen H. Weiss Presidential Fellow and Professor Emeritus at Cornell University.N. BALAKRISHNAN, PhD, is a Professor in the Department of Mathematics and Statistics at McMaster University in Ontario, Canada. He is a Fellow of the American Statistical Association and currently the Editor-in-Chief of Communications in Statistics and Wiley's Encyclopedia of Statistical Sciences, Second Edition.JOSÉ M. SARABIA, PhD, is a Professor of Statistics in the Department of Economics at the University of Cantabria, Spain. He is a member of the American Statistical Association and is Associate Editor of the journal Test.

“This text provides an extensive coverage of the distribution theory of extreme values…the text is well presented with clearly displayed equations and diagrams…a particularly useful reference book…” (International Statistical Institute, Vol 25 (2) August 2005)

• Preface. I: DATA, INTRODUCTION AND MOTIVATION.1. Introduction and Motivation.II: PROBABILISTIC MODELS USEFUL IN EXTREMES.2. Discrete Probabilistic Models.3. Continuous Probabilistic Models.III: MODEL ESTIMATION, SELECTION, AND VALIDATION.4. Model Estimation.5. Model Selection and Validation.IV: EXACT MODELS FOR ORDER STATISTICS AND EXTREMES.6. Order Statistics.7. Point Processes and Exact Models.V: ASYMPTOTIC MODELS FOR EXTREMES AND EXCEEDANCES.8. Limit Distributions of Order Statistics.9. Limit Distributions of Exceedances.10. Multivariate Extremes.Appendix: Statistical Tables.Bibliography. Index.