An Introduction to Statistical Modeling of Extreme Values

Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is el...

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Bibliographic Details
Main Author: Coles, Stuart
Format: eBook
Published: London Springer London 2001, 2001
Edition:1st ed. 2001
Series:Springer Series in Statistics
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1. Introduction
  • 2. Basics of Statistical Modeling
  • 3. Classical Extreme Value Theory and Models
  • 4. Threshold Models
  • 5. Extremes of Dependent Sequences
  • 6. Extremes of Non-Stationary Sequences
  • 7. A Point Process Characterization of Extremes
  • 8. Multivariate Extremes
  • 9. Further Topics
  • Appendix A: Computational Aspects
  • Index