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9781439835746

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Though the first part of the book covers the well-known asymptotic theory for extremes, there are many new techniques and results which do not exist in other books on extreme value theory. These chapters will be particularly interesting to probabilists and other experts working on extreme value theory. ... Those who want to learn extreme value theory and in particular, those who want to study in detail the non-parametric methods for heavy tailed distributions, will find this book a very valuable contribution. ... I would strongly recommend this book to PhD students working on extreme value theory [and] to mathematicians, probabilists and statisticians who want to know about extreme value theory and non-parametric methods of inference for extremes. -K.F. Turkman, Journal of Times Series Analysis, March 2012

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Dr S.Y. Novak earned his Ph.D. at the Novosibirsk Institute of Mathematics under the supervision of Dr S.A. Utev in 1988. The Novosibirsk group forms a part of Russian tradition in Probability & Statistics that extends its roots to Kolmogorov and Markov. Dr S.Y. Novak began his teaching carrier at the Novosibirsk Electrotechnical Institute (NETI) and Novosibirsk Institute of Geodesy, held post-doctoral positions at the University of Sussex and Eurandom (Technical University of Eindhoven), and taught at Brunel University in West London, before joining the Middlesex University (London) in 2003. He published over 40 papers, mostly on the topic of Extreme Value Theory, in which he is considered an expert.

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