Abstract
Gnedenko’s paper was the first mathematically rigorous treatment of the fundamental limit theorems of extreme value theory. In its influence on the probabilistic theory of extremes, the paper set the agenda for the next 30 years. Its influence on statistical methodology was less direct, although many of the more recent statistical developments have exploited the probabilistic theory that Gnedenko’s paper spawned.
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Smith, R.L. (1992). Introduction to Gnedenko (1943) On the Limiting Distribution of the Maximum Term in a Random Series. In: Kotz, S., Johnson, N.L. (eds) Breakthroughs in Statistics. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0919-5_13
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