Notes on Extreme Value Theory
Contents
References
- Virtual Laboratory on Extreme Value Distribution
- Enrique Castillo. Extreme Value Theory in Engineering (1988).
- Enrique Castillo et al. Extreme Value and Related Models with Applications in Engineering and Science (2005).
- L. de Haan and A. Ferreira. Extreme Value Theory: An Introduction (2006).
- J. Beirlant et al. Statistics of Extremes: Theory and Applications (2004).
- Wikipedia: Generalized extreme value distribution