An Introduction to Statistical Modeling of Extreme Values

  • Stuart Coles

Part of the Springer Series in Statistics book series (SSS)

Table of contents

  1. Front Matter
    Pages iii-xiv
  2. Stuart Coles
    Pages 1-17
  3. Stuart Coles
    Pages 18-44
  4. Stuart Coles
    Pages 74-91
  5. Stuart Coles
    Pages 92-104
  6. Stuart Coles
    Pages 105-123
  7. Stuart Coles
    Pages 142-168
  8. Stuart Coles
    Pages 169-183
  9. Back Matter
    Pages 185-209

About this book


Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. 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, illustrate 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. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.


Mathematica Statistics for life sciences Statistics for the physical sciences boundary element method modeling statistics

Authors and affiliations

  • Stuart Coles
    • 1
  1. 1.Department of MathematicsUniversity of BristolBristolUK

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag London 2001
  • Publisher Name Springer, London
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-84996-874-4
  • Online ISBN 978-1-4471-3675-0
  • Series Print ISSN 0172-7397
  • Series Online ISSN 2197-568X
  • Buy this book on publisher's site