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Title: Statistical Analysis of Extreme Values: From Insurance, Finance, Hydrology and Other Fields by M. Thomas, R. -D Reiss ISBN: 3-7643-5768-1 Publisher: Springer Verlag Pub. Date: July, 1997 Format: Paperback Volumes: 1 List Price(USD): $71.95

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Average Customer Rating: 4 (2 reviews)

Rating: 3
Summary: Lack of practical insight
Comment: Although the treatment of many extreme values distributions is rather complete at a theoretical point of view, very few practical considerations with respect to the actual way one should use these various EV models is provided. Unless you already know which class of EV distribution to use in your case, this book will not serve much. An overly important aspect of fitting distributions concerns the family of distribution to use for fitting a particular data, and here i haven't found much insight about practical considerations in this book. This is an important gap in this book because it is due to be practical.

On the other hand, the estimation of particular EV distributions is thoroughly covered, with theoretical (many references) and practical issues (for the estimation only) well described in every section.

Another negative point concerns the distribution of XTREMES provided with the book which is far from complete, and with bugs (changing on-line the values of the parameters of some distributions makes it crash...). I consider this book as a theoretically extended version of the manual of XTREMES, but not a self-sontained statistical book.

In summary, if you are interested in a very specific EV family, then this book can be useful, but not as a textbook. Rather go to Castillo (EV in engineering) for a good textbook on EV distributions.

Rating: 5
Summary: Brilliant book!
Comment: Especially it is very interesting and advantageous in parts of EVT applicacation in Insurance and Finance!