 | Statistics of Extremes by E. J. Gumbel
Buy new: $17.12 / Used from: $11.90 first book on topic, i.i.d. case only
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 | Statistics of Extremes: Theory and Applications (Wiley Series in Probability and Statistics) by Jan Beirlant
Buy new: $111.69 / Used from: $123.42 |
 | Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields by Rolf-Dieter Reiss
Buy new: $64.09 / Used from: $56.77 |
 | An Introduction to Statistical Modeling of Extreme Values by Stuart Coles
Buy new: $93.60 / Used from: $77.14 nice introduction to extremes, very up to date and not too heavy on the mathematics
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 | Extreme Value Distributions: Theory and Applications by Samuel Kotz
Buy new: $38.40 / Used from: $30.00 good introduction to extremes and the extreme value types
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 | Extreme Value Theory: An Introduction (Springer Series in Operations Research) by Laurens de Haan
Buy new: $53.95 / Used from: $19.99 nice new text that is currentin both theory and applications
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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: $59.09 highly mathematical treatment by one of the fields top researchers
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 | Extremes and Related Properties of Random Sequences and Processes: Springer Series in Statistics by M. R. Leadbetter
Buy used from: $2,299.99 The classic text cover stationary processes. Still my favorite for theory
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 | Order Statistics (Wiley Series in Probability and Statistics) by Herbert A. David
Buy new: $118.81 / Used from: $90.94 great coverage of order statistics including connections to the exact and asymptotic distributions of the extreme order statistics
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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 |
 | Extreme Values, Regular Variation, and Point Processes (Springer Series in Operations Research and Financial Engineering) by Sidney I. Resnick
Buy new: $40.42 / Used from: $38.78 includes regular variation concept
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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 great book for theory and engineering applications
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 | Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering) by Sidney I. Resnick
Buy new: $48.31 / Used from: $45.02 |
 | A Practical Guide to Heavy Tails: Statistical Techniques and Applications
Buy new: $119.00 / Used from: $65.00 |
 | Extreme Value and Related Models with Applications in Engineering and Science by Enrique Castillo
Buy new: $103.44 / Used from: $98.98 |
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