Challenges of Applied Extreme Value Statistics

This book provides an introduction to the calculation of extreme value statistics for measured or simulated data. “Extreme” here means “the largest”, interpreted in a way that follows from the context. As opposed to books on asymptotic extreme value statistics, the focus is also on methods specifically developed to work for real-life data. A consequence of this, is that the book contains much less theoretical issues about the asymptotic properties of extreme value statistics than is usual. However, the most important elements from the asymptotic extreme value statistics will be discussed, since they are still widely used in practical applications.