Statistical Analysis of Extreme Values

This book is currently in its Second Edition, released March 2001, and comes with a customized software package on CD-ROM; Xtremes 3.0. The version included with the book is the Academic Edition, which does not allow for as many rows of data as the professional version, and does not provide the server, which exports estimators, data generation routines and plotting facilities for use by other packages. The professional version of the software must be purchased separately. The book is in paperback, and runs to 462 pages. It is currently available for £39. The textbook itself constitutes a compendium of Extreme Value Analysis as an area of Applied Statistics. It is divided into five sections, dealing with: I Modelling; II Inference for Parametric Models; III Multivariate Analysis; IV Topics in Hydrology, Insurance and Finance; and V a section comprised of five case studies….