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An Introduction to Statistical Modeling of Extreme Values
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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.

Reviews

From the reviews of the first edition:JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION"Coles is to be congratulated on having brought the whole breadth of statistical modeling extremes within one volume of about 200 pages. This is indeed a nontrivial feat…I am convinced that this book will find its rightful place on the extremal-event modeler’s bookshelf. The very readable style, the many examples, and the avoidance of too many technicalities will no doubt please numerous researchers and students who want to apply the theory in their own research environment.""This book is all about the theory and applications of extreme value models. … Both statisticians and applied scientists in engineering, finance, traffic analysts, food scientists, earthquake engineers, and environmental scientists will like this book. I enjoyed reading it and recommend it highly." (Ramalingam Shanmugam, Journal of Statistical Computation and Stimulation, Vol. 74 (11), 2004)  "In thegiven book, Stuart Coles presents his viewpoint of the methodology which is necessary for applying extreme value theory in the univariate and multivariate case. … The author covers quite a lot of material on just 208 pages. The main ideas of extreme value theory are clearly elaborated. … For the reviewer it was enjoyable to read this book." (Rolf-Dieter Reiss, Metrika, February, 2003)"Coles is to be congratulated on having brought the whole breadth of statistical modeling of extremes within one volume of about 200 pages. … I am convinced that this book will find its rightful place on the extremal-event modeler’s bookshelf. The very readable style, the many examples, and the avoidance of too many technicalities will no doubt please numerous researchers and students who want to apply the theory in their own research environment." (Paul Embrechts, JASA, December, 2002)"The modeling of extreme values is important to scientists in such fields as hydrology, civil engineering, environmental science, oceanography and finance. Stuart Coles’s book on the modeling of extreme values provides an introductory text on the topic. … The book is meant for individuals with moderate statistical background. … Overall, this is a good text for someone getting started in extreme value methods." (Eric P. Smith, Technometrics, Vol. 44 (4), 2002)"This is a truly enjoyable introduction with a collection of 11 highly motivating data sets and an excellent, clear, discussion of the probabilistic framework and associated inferential techniques with minimal use of notations. … In summary, this is a highly welcome monograph recommended for the personal collection of anyone who plans to interact with extreme value data." (H. N. Nagaraja, Zentralblatt MATH, Vol. 980, 2002)

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