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Extreme Value Theory

Proceedings of a Conference held in Oberwolfach, Dec. 6–12, 1987

  • Jürg Hüsler
  • Rolf-Dieter Reiss
Conference proceedings

Part of the Lecture Notes in Statistics book series (LNS, volume 51)

Table of contents

  1. Front Matter
    Pages I-X
  2. Univariate Extremes: Probability Theory

  3. Univariate Extremes: Statistics

  4. Multivariate Extremes

  5. Back Matter
    Pages 275-279

About these proceedings

Introduction

The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory. After the pioneering work of M. Frechet (1927) and of R.A. Fisher and L.R.C. Tippett (1928), who discovered the limiting distributions of extremes, the importance of mathematical concepts of extreme behavior in applications was impressively demonstrated by statisticians like E.J. Gumbel and W. Weibull. The predominant role of applied aspects in that early period may be highlighted by the fact that two of the "Fisher-Tippett asymptotes" also carry the names of Gumbel and Weibull. In the last years, the complexity of problems and their tractability by mathematical methods stimulated a rapid development of mathematical theory that substantially helped to improve our understanding of extreme behavior. Due to the depth and richness of mathematical ideas, extreme value theory has become more and more of interest for mathematically oriented research workers. This was one of the reasons to organize a conference on extreme value theory which was held at the Mathematische Forschungsinstitut at Oberwolfach (FRG) in December 1987.

Keywords

Estimator Gaussian process Likelihood Probability theory correlation point process random measure statistics

Editors and affiliations

  • Jürg Hüsler
    • 1
  • Rolf-Dieter Reiss
    • 2
  1. 1.Institut für mathematische StatistikUniversität BernBernSwitzerland
  2. 2.Universität Gesamthochschule SiegenSiegenFederal Republic of Germany

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-3634-4
  • Copyright Information Springer-Verlag New York 1989
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-96954-1
  • Online ISBN 978-1-4612-3634-4
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site