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Handbook of Statistics of Extremes
Hardcover
Series: Chapman & Hall/CRC Handbooks of Modern Statistical Methods
ISBN13: 9781032519807
Publisher: CRC Press
Published: Nov 26 2026
Pages: 772
Language: English
Statistics of extremes is a prominent field of research concerned with modeling the risk of occurrence of extreme events, that is, low-probability-high-impact events such as a stock market crash, hurricanes, heatwaves, and widespread flooding.
The Handbook of Statistics of Extremes covers statistical models for univariate, multivariate, and spatio-temporal extreme values. Written by leading experts from around the world, it serves as a key reference for statisticians and data scientists, as well as for professionals working in risk modeling--such as geophysical and climate scientists, financial analysts, and health clinicians and neuroscientists--and as a valuable resource for practitioners and graduate students who wish to deepen their understanding of the statistical modeling of extreme events.
Key Features:
- Presents frequentist and Bayesian methods, as well as AI-based techniques for extreme value analysis.
- Details how to model the frequency, magnitude, and spatio-temporal dependence of extreme events, and how to extrapolate into the tails of a distribution beyond observed data.
- Provides code, data, and other additional materials available here: https: //extremestats.github.io/Handbook/.
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