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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. Abstract: 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 Content: Front Matter , Page iii Copyright , Page iv Dedication , Page v Preface , Pages xiii-xv Chapter 1 - Introduction and Motivation , Pages 3-19 Chapter 2 - Order Statistics , Pages 23-94 Chapter 3 - Asymptotic Distributions of Maxima and Minima (I.I.D. Case) , Pages 97-125 Chapter 4 - Shortcut Procedures: Probability Papers and Least-Squares Methods , Pages 127-182 Chapter 5 - The Gumbel, Weibull and Frechet Distributions , Pages 183-209 Chapter 6 - Selection of Limit Distributions from Data , Pages 211-226 Chapter 7 - Limit Distributions of k -th order Statistics , Pages 227-246 Chapter 8 - Limit Distributions in the Case of Dependence , Pages 249-270 Chapter 9 - Multivariate and Regression Models Related to Extremes , Pages 273-291 Chapter 10 - Multivariate Extremes , Pages 293-308 Appendix A - The Orthogonal Inverse Expansion Method , Pages 309-317 Appendix B - Computer Codes , Pages 319-332 Appendix C - Data Examples , Pages 333-340 Bibliography , Pages 341-382 Index , Pages 383-389 Written for those with intermediate and advanced statistical knowledge, this is a guide to extreme value theory in engineering. It covers classical methods with advances in the field. It also contains examples that illustrate the theoretical results, and takes the reader from simple applications through to complex cases of dependence.