# Publications: Books

Here are some books about the statistics of extreme values, in reverse chronological order and with descriptions in blue.

Ferreira A, de Haan L (2006) *Extreme Value Theory.* Springer.

Detailed mathematical treatment of the probability and statistical
theory of extremes.

Castillo E, Hadi AS, Balakrishnan N, Sarabia JM (2004) *Extreme Value and Related Models with Applications in Engineering and Science.* Wiley.

Basic introduction to the application of extreme-value theory and
models in a range of examples.

Beirlant J, Goegebeur Y, Segers J and Teugels J (2004) *Statistics of Extremes: Theory and Applications.* Wiley.

Detailed explanation of the theory and many data examples illustrating statistical methods, including regression, multivariate, time-series
and Bayesian modelling.

Finkenstadt B and Rootzen H (2003) *Extreme Values in Finance,
Telecommunications and the Environment.* Chapman and Hall/CRC Press.

An edited collection of lectures delivered at a workshop in
Gothenburg, Sweden in 2001.

Coles S (2001) *An Introduction to Statistical Modeling of Extreme Values.* Springer-Verlag.

A clear introduction to the key results and methods for practitioners and those new to the subject.

Reiss R-D and Thomas M (2001) *Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields.* 2nd Edition. Birkhauser.

An introduction to statistical methods with many examples from the
listed applications.

Kotz S and Nadarajah S (2000) *Extreme Value Distributions: Theory and Applications.* Imperial College Press.

A compendium of definitions and results for univariate and
multivariate extreme-value distributions.

Adler RJ, Feldman RE and Taqqu MS (1998) *A Practical Guide to Heavy Tails: Statistical Techniques and Applications.* Birkhauser.

An edited collection of contributed chapters in two parts: network
traffic and finance applications, and methods for stable time series.

Embrechts P, Kluppelberg C and Mikosch T (1997) *Modelling Extremal Events for Insurance and Finance.* Springer.

A comprehensive treatment of the key results and an introduction to
statistical methods. Includes a chapter on the extremes of heavy-tailed process.

Falk M, Husler J and Reiss R-D (1994) *Laws of small numbers:
extremes and rare events.* Birkhauser.

Mainly concerned with point-process theory for extremes.

Galambos J, Lechner J and Simiu E (1994) *Extreme Value Theory
and Applications.* Kluwer Academic Publishers.

Proceedings from the Conference on Extreme Value Theory and
Applications held in Gaithersburg, Maryland, USA in 1993.

Castillo E (1988) *Extreme Value Theory in Engineering.* Academic Press.

An overview of some of the key results for univariate and multivariate extremes.

Galambos J (1987) *The Asymptotic Theory of Extreme Order Statistics.* 2nd Edition. Krieger.

Resnick SI (1987) *Extreme Values, Regular Variation, and Point Processes.* Springer-Verlag.

A rigorous treatment of the topics listed in the title. Especially
useful for the theory of multivariate extremes.

Tiago de Oliveira J (1984) *Statistical Extremes and Applications.* Kluwer Academic Publishers.

An edited collection of papers.

Leadbetter MR, Lindgren G and Rootzen H (1983) *Extremes and Related Properties of Random Sequences and Process.* Springer-Verlag.

A rigorous treatment of univariate extreme-value theory.

Gumbel EJ (1958) *Statistics of Extremes.* Columbia University Press.

The original and classic text.

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