Extreme Value Theory in Engineering.

Abstract

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.