This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions -- one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited probabilistic background and to expert in the field.

Review

"The wealth of material and the critical comments by the authors make it a valuable resource." -- Mathematical Reviews, 2003

"The wealth of materials and the critical comments by the authors make it a valuable resource." -- Mathematical Reviews, 2003

"This book can be used very constructively as a textbook or a consulting book." -- Mathematical Abstracts 2001

"This book can be used very constructively as a textbook or a reference book." -- Mathematics Abstracts, 2002

Researchers who need to deal with extreme value problems will greatly appreciate the clarity of presentation in these books. -- The Statisticians, Royal Society of Statistics

This book can be used very constructively as a textbook or reference book. -- Mathematics Abstracts, 2002

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