Background

Topics in Statistics course, 2012/13

The lecture notes, slides, assignments and solutions for the "Environmental Extremes" topic in MAS8304 (2012/13) provide a good place to start for work on this project. These can be found below.

Lecture notes

• Chapter 1: Background and motivation, with slides.
• Chapter 2: Classical models for extremes, with slides and Wassaw sea surges.
• Chapter 3: Threshold models for extremes, with slides.
• Chapter 4: Dependent extremes, with slides.
• Chapter 5: Non-stationary extremes, with slides.
• Chapter 6: Multivariate extremes, with slides.

Short course: "Modelling Environmental Extremes"

Further backgound reading can be found by looking at the materials for our short course on "Modelling Environmental Extremes", held at the University of British Columbia Okanagen, in Canada.

Book by Stuart Coles

This veritable Bible for extremists is a must: Coles, S. (2001). Introduction to Statistical Modeling of Extremes Values, Springer, New York.