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Preface to the Third Edition
Preface to the Second Edition
Preface to the First Edition
List of Special Symbols
I Modeling and Data Analysis
1 Parametric Modeling
2 Diagnostic Tools
II Statistical Inference in Parametric Models
3 An Introduction to Parametric Inference
4 Extreme Value Models
5 Generalized Pareto Models
6 Advanced Statistical Analysis
7 Statistics of Dependent Variables
8 Conditional Extremal Analysis
9 Statistical Models for Exceedance Processes
III Elements of Multivariate Statistical Analysis
10 Basic Multivariate Concepts and Visualization
11 Elliptical and Related Distributions
12 Multivariate Maxima
13 Multivariate Peaks Over Threshold
IV Topics in Hydrology and Environmental Sciences
14 Flood Frequency Analysis
15 Environmental Sciences
V Topics in Finance and Insurance
16 Extreme Returns in Asset Prices
17 The Impact of Large Claims on Actuarial Decisions
VI Topics in Material and Life Sciences
18 Material Sciences
19 Life Science
Appendix: First Steps towards Xtremes and StatPascal
A The Menu System
B The StatPascal Programming Language
Author Index
Subject Index
Bibliography