Extreme value theory

Discussion in 'SP9' started by Sponge, Aug 8, 2018.

  1. Sponge

    Sponge Member

    Is the extreme value theory saying that the maxima described by the GEV for sufficiently large n could be equated to the u (upper-threshold) used in GPD cumulative excess distribution.
    So, one gives the maxima and one gives the excess distribution beyond maxima
     

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