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Extreme Value Theory: An Introduction

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This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion. Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values. The work is an excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity.

418 pages, Hardcover

First published February 15, 2005

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August 22, 2017
Gives a thorough introduction (also has advanced chapters) but still tough for those without a strong mathematical background. There are other books with more motivating examples which may prove to be more accessible.
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