Extreme value distributions : theory and applications /

This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions -- one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predictin...

Description complète

Détails bibliographiques
Auteur principal: Kotz, Samuel
Autres auteurs: Nadarajah, Saralees
Format: Licensed eBooks
Langue:anglais
Publié: London : River Edge, NJ : Imperial College Press ; Distributed by World Scientific, ©2000.
Accès en ligne:https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=91416
Table des matières:
  • Univariate Extreme Value Distributions
  • Generalized Extreme Value Distributions
  • Multivariate Extreme Value Distributions.