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
-
extremes (maximum and minimum)
-
extreme and intermediate order statistics, and
-
exceedances over (below) high (low) thresholds
are determined by the upper and lower tail of the underlying distribution.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1993 Springer-Verlag New York, Inc.
About this chapter
Cite this chapter
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
Download citation
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
eBook Packages: Springer Book Archive