TY  - BOOK
AU  - Haan, Laurens de
AU  - Ferreira, Ana
TI  - Extreme value theory: an introduction
SN  - 9780387239460
U1  - 515.78 
PY  - 2006///
CY  - New York
PB  - Springer
KW  - Extreme value theory
KW  - Mathematical statistics
KW  - Mathematics
N1  - Preface --
Part I: One-Dimensional Observations --
Limit Distributions and Domains of Attraction --
Extreme and Intermediate Order Statistics --
Estimation of the Extreme Value Index and Testing --
Extreme Quantile and Tail Estimation --
Advanced Topics --
Part II: Finite-Dimensional Observations --
Basic Theory --
Estimating the Dependence Structure --
Estimation of the Probability of a Failure Set --
Part III: Observations that are Stochastic Processes --
Basic Theory in C[0,1] --
Estimation in C[0,1] --
Appendix A: Skorohod Theorem and Vervaat's Lemma --
B. Regular Variation and Extensions
ER  -