1 
Casella G, Berger RL. Statistical inference. 2nd ed. Pacific Grove, CA: Thomson Learning 2002.
   
  
    2 
Bouchaud J-P, Potters M. Theory of financial risk and derivative pricing: from statistical physics to risk management. Second edition. Cambridge: Cambridge University Press 2003.
   
  
    3 
Lehmann EL, Romano JP. Testing statistical hypotheses. 3rd ed. New York: Springer 2005.
   
  
    4 
Coles S. An introduction to statistical modeling of extreme values. London: Springer 2001.
   
  
    5 
Gumbel EJ. Statistics of extremes. New York: Columbia University Press 1958.