The risks posed by climate change and its effect on climate extremes are an increasingly pressing societal problem. This book provides an accessible overview of the statistical analysis methods which can be used to investigate climate extremes and analyse potential risk. The statistical analysis methods are illustrated with case studies on extremes in the three major climate variables: temperature, precipitation, and wind speed. The book also provides datasets and access to appropriate analysis software, allowing the reader to replicate the case study calculations. Providing the necessary tools to analyse climate risk, this book is invaluable for students and researchers working in the climate sciences, as well as risk analysts interested in climate extremes. Contents Preface 1 Introduction Reading Material 2 Data 2.1 Event Times 2.1.1 Elbe Winter Floods 2.2 Peaks Over Threshold 2.2.1 Potsdam Wind Speed 2.3 Block Extremes 2.4 Detection of Extremes 2.4.1 Threshold Placement 2.4.2 Block Length Selection Exercises Reading Material 3 Methods 3.1 Stationary Processes 3.1.1 GEV Distribution 3.1.2 GP Distribution 3.1.3 Return Level, Return Period, and Risk 3.1.4 Heavy-Tail Distributions 3.2 Nonstationary Poisson Process 3.2.1 Kernel Occurrence Rate Estimation 3.2.2 Bandwidth Selection 3.2.3 Boundary Bias Correction 3.2.4 Confidence Band Construction 3.2.5 Cox–Lewis Test Exercises Reading Material 4 Floods and Droughts 4.1 Case Study: Elbe Floods 4.1.1 Data Quality 4.1.2 Reservoirs 4.1.3 Further River Training 4.1.4 Land Use 4.1.5 Climate 4.2 Case Study: Monsoon Droughts 4.2.1 Detection 4.2.2 Occurrence Rate Estimation 4.3 Outlook 4.4 Summary for the Risk Analyst Reading Material 5 Heatwaves and Cold Spells 5.1 Indices 5.2 Case Study: European Heatwaves 5.2.1 Action Measures 5.2.2 Occurrence Rate Estimation 5.2.3 Other Measures 5.2.4 Absolute versus Calendar Day Percentiles 5.3 Case Study: Cold Spells at Potsdam 5.3.1 Late Frost 5.4 Outlook 5.5 Summary for the Risk Analyst Reading Material 6 Hurricanes and Other Storms 6.1 Case Study: US Landfalling Hurricanes 6.1.1 Database 6.1.2 Risk Analysis 6.1.3 Sensitivity Analysis 6.2 Case Study: Paleo Hurricanes 6.2.1 Occurrence Rate Estimation 6.3 Case Study: Storms at Potsdam 6.3.1 Stationarity 6.3.2 Nonstationarity 6.4 Outlook 6.5 Summary for the Risk Analyst Reading Material Appendix A Climate Measurements A.1 Temperature A.2 Precipitation A.3 Wind Speed Reading Material Appendix B Natural Climate Archives B.1 Speleothems B.2 Lake Sediment Cores B.3 Tree-Rings B.4 Other Natural Archives B.5 Dating of Natural Archives Reading Material Appendix C Physical Climate Models C.1 Earth System Models C.2 Uncertainties and Model–Data Comparisons Reading Material Appendix D Statistical Inference D.1 Estimation D.1.1 Mean and Standard Deviation, Standardization D.1.2 Linear Regression D.1.3 Nonlinear Regression D.1.4 Monte Carlo Experiments D.2 Hypothesis Tests Reading Material Appendix E Numerical Techniques E.1 Optimization E.2 Parallel Computing E.3 Random Numbers Reading Material Appendix F Data and Software F.1 Data F.2 Software Appendix G List of Symbols and Abbreviations References Index "The big climate question is how climate change affects climate extremes. More hurricanes such as Katrina in 2005? More floods such as that of European river Elbe in 2002? More heatwaves such as in 2003 or 2018? Where to invest resources? All this is not just scientifically challenging. It is also relevant for society and economy to survive. This is the first textbook on statistics and climate extremes. It explains the statistical methods in an accessible language. It provides the necessary software. Case studies on extremes in the three major climate variables (temperature, precipitation and wind speed) show how to use the methods. The book provides the datasets to allow replication of case study calculations. This book is written for students and researchers in climate sciences. It can serve as textbook in university courses. Also risk analysts in the insurance industry benefit from it"-- Provided by publisher An accessible overview of the statistical analysis methods which can be used to investigate climate extremes and analyse potential risk. Illustrated with case studies, and including datasets and analysis software, it provides the necessary tools to analyse climate risk. Invaluable for students and researchers working in climate sciences.