Here we review methods used for probabilistic analysis of extreme events in
Hydroclimatology. We focus on streamflow, precipitation, and temperature extremes at …

Statistical issues arising in modelling univariate extremes of a random sample have been
successfully used in the most diverse fields, such as biometrics, finance, insurance and risk …

Research in the statistical analysis of extreme values has flourished over the past decade:
new probability models, inference and data analysis techniques have been introduced; and …

Pareto distributions and related generalizations have historically been viewed as being
suitable for modelling income and wealth distributions. Following a brief review of the history …

Galton used quantiles more than a hundred years ago in describing data. Tukey and Parzen
used them in the 60s and 70s in describing populations. Since then, the authors of many …

Assessing the probability of rare and extreme events is an important issue in the risk
management of financial portfolios. Extreme value theory provides the solid fundamentals …

This is the second edition of Climate Time Series Analysis which was first published in 2010.
In this digital age, a second edition means not that the first edition of a book has been sold …

Tests of fit are given for the generalized Pareto distribution (GPD) based on Cramér–von
Mises statistics. Examples are given to illustrate the estimation techniques and the goodness …

In this fully revised and expanded edition of Smooth Tests of Goodness of Fit, the latest
powerful techniques for assessing statistical and probabilistic models using this proven …

Written by a team of international experts, Extremes and Recurrence in Dynamical Systems
presents a unique point of view on the mathematical theory of extremes and on its …