 | Statistics of Extremes by Emil Julius Gumbel
Buy used from: $16.44 First text on classical extreme value theory
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| The Asymptotic Theory of Extreme Order Statistics (Probability & Mathematical Statistics) by Janos Galambos
Buy used from: $158.99 First book to cover theory for dependent cases
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| Extremes and Related Properties of Random Sequences and Processes: Springer Series in Statistics by M. R. Leadbetter
Buy used from: $2,231.00 Great theoretical treatise that introduced point processes and level crossings to deal with very general stationary stochastic processes, the most frequently cited text on extremes
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 | Order Statistics, 2nd Edition by H. A. David
Buy used from: $97.99 well-written text covering the theory of order statistics including some extreme value theory
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| Approximate Distributions of Order Statistics: With Applications to Nonparametric Statistics (Springer Series in Statistics) by R. D. Reiss
Buy used from: $94.00 Asymptotic theory of order statistics with applications to nonparametric statistics and extreme values
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| Extreme Value Theory in Engineering (Statistical Modeling and Decision Science) by Enrique Castillo
Buy new: $175.00 / Used from: $95.87 presents theory and applications for engineers
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 | Laws of Small Numbers: Extremes and Rare Events (Oberwolfach Seminars)
Buy used from: $124.46 presents extreme value theory and some applications, introduces the software XTREMES to analyze extremes in an attached diskette
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 | Extreme Value Distributions: Theory and Applications by Samuel Kotz
Buy new: $38.40 / Used from: $30.00 compendium of probability distributions for extremes with both theory and applications
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 | Extreme Value Theory: Proceedings of a Conference Held in Oberwolfach, Dec. 6-12, 1987 (Lecture Notes in Statistics) by J. Husler
Buy used from: $35.00 proceedings of 1987 conference in Oberwolfach attended by all the top researchers in extreme value theory
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 | Extreme Values, Regular Variation, and Point Processes (Applied Probability) by Sidney I. Resnick
good theoretical treatment of classical extreme value theory and records using techniques from regular variation and point processes
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 | Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability) by Paul Embrechts
Buy new: $96.30 / Used from: $69.95 thorough treatment of modern extreme value theory with extensive bibliography
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 | Sojourns And Extremes of Stochastic Processes (Wadsworth and Brooks/Cole Statistics/Probability Series) by Simeon Berman
Buy new: $185.95 / Used from: $78.84 nice theoretical threatment of extreme values for stochastic processes with emphasis on stationary Gaussian processes
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 | An Introduction to Statistical Modeling of Extreme Values by Stuart Coles
Buy new: $93.60 / Used from: $59.90 excellent coverage of extreme value theory emphasizing applications, important theorems are presented without proof
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 | Records by Barry C. Arnold
Buy new: $148.50 / Used from: $119.93 thorough coverage of record values with connections to extremes and many interesting applications
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 | Statistical Analysis of Extreme Values: From Insurance, Finance, Hydrology and Other Fields by R.D. Reiss
Buy new: $71.95 / Used from: $56.86 another nice book on extremes with many applications and case studies using XTREMES software on attached diskette
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