ABSTRACT
This chapter overviews the methods of extreme value theory (EVT). Section 1.1 presents a number of results on upper-order statistics. Sections 1.2 and 1.3 are devoted to the “blocks” approach and the method of recurrent inequalities.
This chapter overviews the methods of extreme value theory (EVT). Section 1.1 presents a number of results on upper-order statistics. Sections 1.2 and 1.3 are devoted to the “blocks” approach and the method of recurrent inequalities.