Abstract
In extreme value theory one is, first of all, interested in the stochastic behavior of the maximum and the minimum of i.i.d. random variables. The distributional properties of
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extremes (maximum and minimum)
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extreme and intermediate order statistics, and
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exceedances over (below) high (low) thresholds
are determined by the upper and lower tail of the underlying distribution.
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© 1993 Springer-Verlag New York, Inc.
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Reiss, RD. (1993). Extreme Value Models. In: A Course on Point Processes. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9308-5_6
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DOI: https://doi.org/10.1007/978-1-4613-9308-5_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4613-9310-8
Online ISBN: 978-1-4613-9308-5
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