Pickands–Balkema–De Haan theorem
id:
pickands-balkema-de-haan-theorem-299-2654356
title:
Pickands–Balkema–De Haan theorem
text:
The Pickands–Balkema–De Haan theorem gives the asymptotic tail distribution of a random variable, when its true distribution is unknown. It is often called the second theorem in extreme value theory. Unlike the first theorem, which concerns the maximum of a sample, the Pickands–Balkema–De Haan theorem describes the values above a threshold. The theorem owes its name to mathematicians James Pickands, Guus Balkema, and Laurens de Haan.
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encyclopedia
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original url:
https://en.wikipedia.org/wiki/Pickands%E2%80%93Balkema%E2%80%93De_Haan_theorem
date created:
date modified:
2023-09-04T14:40:59Z
main entity:
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