- Series: Springer Series in Statistics
- Hardcover: 224 pages
- Publisher: Springer; 2001 edition (December 12, 2001)
- Language: English
- ISBN-10: 1852334592
- ISBN-13: 978-1852334598
- Product Dimensions: 6.1 x 0.6 x 9.2 inches
- Shipping Weight: 1 pounds (View shipping rates and policies)
- Average Customer Review: 4.6 out of 5 stars See all reviews (5 customer reviews)
- Amazon Best Sellers Rank: #1,582,440 in Books (See Top 100 in Books)
Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
To get the free app, enter your mobile phone number.
An Introduction to Statistical Modeling of Extreme Values 2001st Edition
Use the Amazon App to scan ISBNs and compare prices.
The Amazon Book Review
Author interviews, book reviews, editors picks, and more. Read it now
Frequently bought together
Customers who bought this item also bought
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 the given 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)
Browse award-winning titles. See more
If you are a seller for this product, would you like to suggest updates through seller support?
Top Customer Reviews
Basics are covered very efficiently; threshold methods and annual extremes are the subject of a chapter, each. I particularly appreciate the good coverage of time-dependent extreme model, which is capital when dealing with sea-level rise and extremes (strong dependence of events on sea-level rise as covariate). The final chapter covers Bayesian approach for extremes, but unlike the others might not satisfy the true Bayes lover (expedited).
I've read each of these chapters at least 3 times and I'm still impressed with the atmospheric style with which Coles writes: it is to the point, efficient, and directly applicable to the practitioner. I'm absolutely partial and will go to say that of all the books on extremes I've read (from Castillo, classic from Gumbel, countless others), this one is the clear winner.
Of course, I would expect that true mathematicians will bemoan the use of "shortcuts" taken by the author (e.g. proofs left as exercise, assumption of normality, etc.). Nonetheless, I'm sure that even this population will join the rest of us in celebrating this book as a fantastic primer and reference.
Highly recommended to any grad student, engineer or finance quant in need of a solid reference on extremes.
Topics include classical extreme value theory and models, threshold models, extremes in dependent stationary cases, extremes for some nonstationary stochastic processes, the point process approach, multivariate extremes and some special topics including extremes in spatial processes and the Bayesian approach to extremes (with examples employing MCMC methods). There has been a surge in publication of texts on extremes, some theoretical and some applied. This text and a few others are good at intrroducing the topic to the uninitiated and placing emphasis on applications for the practitioners.
I think extreme value theory in general is an important statistical area, since in practice one may be forced to deal with analyzing extreme events, such as in financial engineering, environmental or climate analysis, or network design. I wholeheartedly recommend this book for anyone who want to learn this area from one of the leading researchers.
For instance, you may check out "Extreme Values..." and "Heavy-tail phenomena..." by Sidney Resnick.