An Introduction to Statistical Modeling of Extreme Values

by Stuart Coles

Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrates the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes.

224 pages, Paperback

First published December 12, 2001

Reviews

[Zach Mackin · Rating 4 out of 5]

summer reading complete (12 hours to spare)