573:) contains three parameters whose values are not predicted by the theory and must be obtained by fitting the distribution to the data. In the multivariate case, the model not only contains unknown parameters, but also a function whose exact form is not prescribed by the theory. However, this function must obey certain constraints. It is not straightforward to devise estimators that obey such constraints though some have been recently constructed.
27:
401:
Extreme value theory in more than one variable introduces additional issues that have to be addressed. One problem that arises is that one must specify what constitutes an extreme event. Although this is straightforward in the univariate case, there is no unambiguous way to do this in the
584:
Statistical modeling for nonstationary time series was developed in the 1990s. Methods for nonstationary multivariate extremes have been introduced more recently. The latter can be used for tracking how the dependence between extreme values changes over time, or over another covariate.
334:(1958) codified this theory. These results can be extended to allow for slight correlations between variables, but the classical theory does not extend to strong correlations of the order of the variance. One universality class of particular interest is that of
124:
being selected for fitting. However, in practice, various procedures are applied to select between a wider range of distributions. The theorem here relates to the limiting distributions for the minimum or the maximum of a very large collection of
108:
The second method relies on extracting, from a continuous record, the peak values reached for any period during which values exceed a certain threshold (falls below a certain threshold). This method is generally referred to as the
132:
from the same distribution. Given that the number of relevant random events within a year may be rather limited, it is unsurprising that analyses of observed AMS data often lead to distributions other than the
2009:
101:
The first method relies on deriving block maxima (minima) series as a preliminary step. In many situations it is customary and convenient to extract the annual maxima (minima), generating an
162:
Novak (2011) reserves the term "POT method" to the case where the threshold is non-random, and distinguishes it from the case where one deals with exceedances of a random threshold.
326:, where he worked to make cotton thread stronger. In his studies, he realized that the strength of a thread was controlled by the strength of its weakest fibres. With the help of
488:
438:
it is straightforward to find the most extreme event simply by taking the maximum (or minimum) of the observations. However, in the bivariate case, given a set of observations
2198:
Gnedenko, B.V. (1943). "Sur la distribution limite du terme maximum d'une serie aleatoire" [On the limiting distribution(s) of the maximum value of a series ...].
2161:
140:
For POT data, the analysis may involve fitting two distributions: One for the number of events in a time period considered and a second for the size of the exceedances.
564:
526:
436:
2026:
1309:"Determination of panel generation factor using peaks over threshold method and short-term data for an off-grid photovoltaic system in Sudan: A case of Khartoum city"
402:
multivariate case. The fundamental problem is that although it is possible to order a set of real-valued numbers, there is no natural way to order a set of vectors.
391:
323:
2627:
569:
Another issue in the multivariate case is that the limiting model is not as fully prescribed as in the univariate case. In the univariate case, the model (
1103:
Orsini, F.; Gecchele, G.; Gastaldi, M.; Rossi, R. (2019). "Collision prediction in roundabouts: A comparative study of extreme value theory approaches".
2575:
2242:
630:
156:
605:
360:
354:
347:
117:
854:
610:
570:
121:
2359:
2276:
1838:
1572:
1539:
1144:
2120:
2101:
2632:
2510:
148:
640:
364:, which describes which of the three possible distributions for extreme values applies for a particular statistical variable
1246:
Basnayake, Kanishka; Mazaud, David; Bemelmans, Alexis; Rouach, Nathalie; Korkotian, Eduard; Holcman, David (4 June 2019).
956:
2495:
566:
at a later time. Which of these events would be considered more extreme? There is no universal answer to this question.
1748:
Zachary, S.; Feld, G.; Ward, G.; Wolfram, J. (October 1998). "Multivariate extrapolation in the offshore environment".
2622:
2617:
2612:
330:, Tippet obtained three asymptotic limits describing the distributions of extremes assuming independent variables.
2527:
2478:
126:
1395:"Estimating the occurrence of geomagnetic activity using the Hilbert-Huang transform and extreme value theory"
1794:
1674:
1624:
2447:
Belzile, L.R.; Dutang, C.; Northrop, P.J.; Opitz, T. (2023). "A modeler's guide to extreme value software".
1750:
652:
285:
1479:
Morton, I.D.; Bowers, J. (December 1996). "Extreme value analysis in a multivariate offshore environment".
490:, it is not immediately clear how to find the most extreme event. Suppose that one has measured the values
2140:
615:
83:
55:
31:
2200:
20:
2159:(1928). "Limiting forms of the frequency distribution of the largest and smallest member of a sample".
2017:
441:
1308:
2409:
2170:
1944:
1759:
1488:
1320:
1192:
965:
898:
802:
662:
192:
144:
2545:
861:
576:
As an example of an application, bivariate extreme value theory has been applied to ocean research.
657:
625:
248:
71:
2594:
2562:
2262:
2229:
2217:
2186:
2071:
1963:
1920:
1878:
1825:
1730:
1712:
1678:
1628:
1597:
1344:
1161:
1120:
1068:
Songchitruksa, P.; Tarko, A.P. (2006). "The extreme value theory approach to safety estimation".
1050:
1030:
999:
932:
331:
256:
1697:
531:
493:
408:
2427:
2355:
2272:
2116:
2097:
1834:
1775:
1578:
1568:
1535:
1504:
1336:
1289:
1271:
1228:
1210:
1085:
924:
263:
201:
1364:"Extreme Value Analysis of Ground Magnetometer Observations at Valentia Observatory, Ireland"
2456:
2417:
2382:
2316:
2295:
2266:
2209:
2178:
2061:
1953:
1912:
1897:
1870:
1855:
1806:
1767:
1722:
1670:
1662:
1647:
1620:
1612:
1560:
1527:
1496:
1445:
1437:
1406:
1375:
1328:
1279:
1261:
1218:
1200:
1153:
1112:
1077:
1040:
989:
981:
973:
916:
906:
810:
694:
367:
87:
2156:
2045:
1856:"Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets"
1526:. Wiley Series in Probability and Statistics. Chichester, UK: John Wiley & Sons, Ltd.
600:
319:
273:
269:
242:
129:
2468:
1986:
170:
Applications of extreme value theory include predicting the probability distribution of:
2413:
2174:
1763:
1492:
1324:
1196:
994:
969:
951:
902:
806:
2337:
Lindgren, G.; Rootzen, H. (1987). "Extreme values: Theory and technical applications".
1810:
1284:
1247:
1223:
1180:
79:
26:
1771:
1500:
2606:
2566:
2320:
2233:
2190:
2152:
1824:
de Carvalho, M. (2016). "Statistics of extremes: Challenges and opportunities".
1348:
1124:
1054:
698:
327:
306:
67:
1967:
1924:
1882:
1734:
1682:
1648:"Bernstein polynomial angular densities of multivariate extreme value distributions"
1632:
1003:
936:
30:
Extreme value theory is used to model the risk of extreme, rare events, such as the
2299:
1252:
1165:
860:(Report). CentER Discussion Paper. Vol. 57. Tilburg University. Archived from
595:
300:
295:
205:
90:
would seek to estimate the 50 year wave and design the structure accordingly.
1985:
Abarbanel, H.; Koonin, S.; Levine, H.; MacDonald, G.; Rothaus, O. (January 1992).
1332:
1116:
1726:
1266:
1522:
Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan (27 August 2004).
635:
279:
222:
218:
197:
2460:
1157:
1139:
2182:
2115:. Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley's Sons.
1666:
1616:
1564:
1081:
977:
252:
180:
78:
to estimate the probability of an unusually large flooding event, such as the
19:
This article is about the statistical theory. For the result in calculus, see
2485:
2387:
2370:
2113:
Extreme Value and
Related Models with Applications in Engineering and Science
2066:
2049:
1779:
1582:
1508:
1340:
1275:
1214:
1019:"Ranking, and other properties, of elite swimmers using extreme value theory"
952:"Evolution of athletic records: Statistical effects versus real improvements"
2422:
2397:
1205:
231:
212:
152:
75:
63:
2431:
2307:
Leadbetter, M.R. (1991). "On a basis for 'peaks over threshold' modeling".
1293:
1232:
1089:
928:
685:
Leadbetter, M.R. (1991). "On a basis for 'peaks over threshold' modeling".
1248:"Fast calcium transients in dendritic spines driven by extreme statistics"
1441:
1410:
1379:
290:
237:
227:
2396:
Tippett, Michael K.; Lepore, Chiara; Cohen, Joel E. (16 December 2016).
1874:
338:
fields, where the correlations decay logarithmically with the distance.
2221:
2075:
1958:
1939:
1916:
1531:
1450:
1425:
1394:
1363:
1045:
1018:
815:
790:
620:
185:
59:
2503:"Source code for stationary and non-stationary extreme value analysis"
985:
920:
352:
The theory for extreme values of a single variable is governed by the
1426:"Extreme event statistics in Dst, SYM-H, and SMR geomagnetic indices"
789:
Batt, Ryan D.; Carpenter, Stephen R.; Ives, Anthony R. (March 2017).
2213:
2008:
Alvarado, Ernesto; Sandberg, David V.; Pickford, Stewart G. (1998).
1017:
Spearing, H.; Tawn, J.; Irons, D.; Paulden, T.; Bennett, G. (2021).
911:
886:
2502:
1035:
405:
As an example, in the univariate case, given a set of observations
2111:
Castillo, E.; Hadi, A.S.; Balakrishnan, N.; Sarabia, J.M. (2005).
1717:
1138:
Tsinos, C.G.; Foukalas, F.; Khattab, T.; Lai, L. (February 2018).
176:
25:
2330:
Extremes and
Related Properties of Random Sequences and Processes
1307:
Younis, Abubaker; Abdeljalil, Anwar; Omer, Ali (1 January 2023).
116:
For AMS data, the analysis may partly rely on the results of the
1698:"A Euclidean likelihood estimator for bivariate tail dependence"
98:
Two main approaches exist for practical extreme value analysis.
2354:. London, UK / Boca Raton, FL: Chapman & Hall / CRC Press.
2286:
Makkonen, L. (2008). "Problems in the extreme value analysis".
1938:
Mhalla, L.; de Carvalho, M.; Chavez-Demoulin, V. (2018).
1896:
Mhalla, L.; de Carvalho, M.; Chavez-Demoulin, V. (2019).
1940:"Local robust estimation of the Pickands dependence function"
1827:
Handbook of EVT and its
Applications to Finance and Insurance
2555:(Report). Bank of Canada (published January 2010). c. 2010.
2546:
Steps in applying extreme value theory to finance: A review
2398:"More tornadoes in the most extreme U.S. tornado outbreaks"
2339:
Scandinavian
Journal of Statistics, Theory and Applications
733:
2569:[The statistical distributions of extreme values]
2526:
Chavez-Demoulin, Valérie; Roehrl, Armin (8 January 2004).
2236:[The statistical distributions of extreme values]
1987:"Statistics of extreme events with application to climate"
1185:
Proceedings of the
National Academy of Sciences of the USA
2132:
1598:"Spectral density ratio models for multivariate extremes"
1557:
51:) is the study of extremes in statistical distributions.
1854:
Castro, D.; de Carvalho, M.; Wadsworth, J. (2018).
1181:"Evidence that coronavirus superspreading is fat-tailed"
855:
Ultimate 100m world records through extreme-value theory
829:
2371:"Statistical inference using extreme order statistics"
1646:
Hanson, T.; de Carvalho, M.; Chen, Yuhui (2017).
1140:"On channel selection for carrier aggregation systems"
2567:"Les valeurs extrĂŞmes des distributions statistiques"
2234:"Les valeurs extrĂŞmes des distributions statistiques"
1474:
1472:
534:
496:
444:
411:
370:
2328:
Leadbetter, M.R.; Lindgren, G.; Rootzen, H. (1982).
1833:. Hoboken, NJ: John Wiley's Sons. pp. 195–214.
2145:
Modelling extremal events for insurance and finance
318:The field of extreme value theory was pioneered by
2352:Extreme Value Methods with Applications to Finance
2162:Proceedings of the Cambridge Philosophical Society
1179:Wong, Felix; Collins, James J. (2 November 2020).
777:
558:
520:
482:
430:
385:
1705:Communications in Statistics – Theory and Methods
1675:20.500.11820/9e2f7cff-d052-452a-b6a2-dc8095c44e0c
1625:20.500.11820/9e2f7cff-d052-452a-b6a2-dc8095c44e0c
74:. For example, EVA might be used in the field of
16:Branch of statistics focusing on large deviations
1898:"Regression type models for extremal dependence"
2010:"Modeling Large Forest Fires as Extreme Events"
1605:Journal of the American Statistical Association
1524:Statistics of Extremes: Theory and applications
54:It is widely used in many disciplines, such as
791:"Extreme events in lake ecosystem time series"
755:
1795:"Models for exceedances over high thresholds"
887:"Trends and random fluctuations in athletics"
711:
8:
1596:de Carvalho, M.; Davison, A.C. (2014).
324:British Cotton Industry Research Association
950:Gembris, D.; Taylor, J.; Suter, D. (2007).
885:Gembris, D.; Taylor, J.; Suter, D. (2002).
734:Embrechts, KlĂĽppelberg & Mikosch (1997)
2592:— Full-text access to conferences held by
2494:— Package for extreme value statistics in
2477:— Package for extreme value statistics in
853:Einmahl, J.H.J.; Smeets, S.G.W.R. (2009).
2421:
2386:
2065:
1957:
1716:
1449:
1283:
1265:
1222:
1204:
1044:
1034:
1025:. Series A (Statistics in Society).
993:
910:
814:
533:
495:
468:
455:
443:
419:
410:
369:
322:(1902–1985). Tippett was employed by the
143:A common assumption for the first is the
2271:(reprint ed.). Mineola, NY: Dover.
1799:Journal of the Royal Statistical Society
1023:Journal of the Royal Statistical Society
841:
830:Alvarado, Sandberg & Pickford (1998)
744:
722:
2528:Extreme value theory can save your neck
677:
2085:Statistical Methods in Applied Science
1793:Davison, A.C.; Smith, Richard (1990).
1464:
611:Generalized extreme value distribution
135:generalized extreme value distribution
122:generalized extreme value distribution
2539:— Easy non-mathematical introduction.
2087:. Hoboken, NJ: John Wiley & Sons.
766:
393:which is summarized in this section.
7:
2576:Annales de l'Institut Henri Poincaré
2309:Statistics & Probability Letters
2243:Annales de l'Institut Henri Poincaré
1107:. Series A: Transport Science.
2094:Extreme Value Theory in Engineering
1145:IEEE Transactions on Communications
151:being used for the exceedances. A
2628:Tails of probability distributions
1905:Scandinavian Journal of Statistics
1811:10.1111/j.2517-6161.1990.tb01796.x
1801:. Series B (Methodological).
1655:Statistics and Probability Letters
795:Limnology and Oceanography Letters
778:Tippett, Lepore & Cohen (2016)
687:Statistics and Probability Letters
528:at a specific time and the values
14:
2579:(conference papers) (in French).
2246:(conference papers) (in French).
2050:"Residual life time at great age"
1559:. Springer Series in Statistics.
483:{\displaystyle \ (x_{i},y_{i})\ }
243:Environmental loads on structures
82:. Similarly, for the design of a
2511:University of California, Irvine
2332:. New York, NY: Springer-Verlag.
2096:. New York, NY: Academic Press.
1070:Accident Analysis and Prevention
631:Pickands–Balkema–de Haan theorem
157:Pickands–Balkema–de Haan theorem
2469:"Extreme Value Statistics in R"
606:Fisher–Tippett–Gnedenko theorem
361:Fisher–Tippett–Gnedenko theorem
149:generalized Pareto distribution
118:Fisher–Tippett–Gnedenko theorem
2300:10.1016/j.strusafe.2006.12.001
2147:. Berlin, DE: Springer Verlag.
550:
538:
512:
500:
474:
448:
1:
1772:10.1016/s0141-1187(98)00027-3
1696:de Carvalho, M. (2013).
1501:10.1016/s0141-1187(97)00007-2
1362:Fogg, Alexandra Ruth (2023).
1333:10.1016/j.solener.2022.11.039
1117:10.1080/23249935.2018.1515271
957:Journal of Applied Statistics
2475:(software). 4 November 2023.
2321:10.1016/0167-7152(91)90107-3
1863:Annals of Applied Statistics
1727:10.1080/03610926.2012.709905
1267:10.1371/journal.pbio.2006202
756:Balkema & de Haan (1974)
699:10.1016/0167-7152(91)90107-3
276:from reaching important data
712:Fisher & Tippett (1928)
647:Extreme value distributions
2649:
2461:10.1007/s10687-023-00475-9
1158:10.1109/TCOMM.2017.2757478
345:
255:and performances in other
70:, traffic prediction, and
18:
2183:10.1017/s0305004100015681
1667:10.1016/j.spl.2017.03.030
1617:10.1016/j.spl.2017.03.030
1565:10.1007/978-1-4471-3675-0
1082:10.1016/j.aap.2006.02.003
978:10.1080/02664760701234850
559:{\displaystyle \ (5,2)\ }
521:{\displaystyle \ (3,4)\ }
431:{\displaystyle \ x_{i}\ }
262:Pipeline failures due to
2509:(software). Irvine, CA:
1424:Bergin, Aisling (2023).
211:The magnitudes of large
2633:Financial risk modeling
2590:– via numdam.org.
2423:10.1126/science.aah7393
2257:– via numdam.org.
2134:. London, UK: Springer.
2025:: 66–75. Archived from
1206:10.1073/pnas.2018490117
580:Non-stationary extremes
286:Wireless communications
137:(GEVD) being selected.
2388:10.1214/aos/1176343003
2268:Statistics of Extremes
2143:; Mikosch, T. (1997).
2067:10.1214/aop/1176996548
1751:Applied Ocean Research
1555:Coles, Stuart (2001).
1481:Applied Ocean Research
1393:Elvidge, Sean (2020).
616:Large deviation theory
560:
522:
484:
432:
387:
386:{\displaystyle \ X\ ,}
193:ecological populations
72:geological engineering
56:structural engineering
44:extreme value analysis
35:
32:1755 Lisbon earthquake
2369:Pickands, J. (1975).
2201:Annals of Mathematics
2092:Castillo, E. (1988).
2054:Annals of Probability
561:
523:
485:
433:
388:
355:extreme value theorem
348:extreme value theorem
249:humans could ever run
29:
21:extreme value theorem
2583:(2). France: 115–158
2375:Annals of Statistics
2350:Novak, S.Y. (2011).
2250:(2). France: 115–158
2083:Burry, K.V. (1975).
1945:Annals of Statistics
1442:10.1029/2022SW003304
1411:10.1029/2020SW002513
1380:10.1029/2023SW003565
663:Weibull distribution
653:Fréchet distribution
641:Redundancy principle
532:
494:
442:
409:
368:
155:can be based on the
145:Poisson distribution
103:annual maxima series
39:Extreme value theory
2414:2016Sci...354.1419T
2408:(6318): 1419–1423.
2175:1928PCPS...24..180F
1875:10.1214/17-AOAS1089
1764:1998AppOR..20..273Z
1493:1996AppOR..18..303M
1325:2023SoEn..249..242Y
1197:2020PNAS..11729416W
1191:(47): 29416–29418.
970:2007JApSt..34..529G
903:2002Natur.417..506G
807:2017LimOL...2...63B
658:Gumbel distribution
626:Pareto distribution
397:Multivariate theory
111:peak over threshold
2623:Extreme value data
2618:Statistical theory
2537:(Report). Germany.
2473:cran.r-project.org
2130:Coles, S. (2001).
1959:10.1214/17-AOS1640
1917:10.1111/sjos.12388
1532:10.1002/0470012382
1046:10.1111/rssa.12628
816:10.1002/lol2.10037
556:
518:
480:
428:
383:
358:, also called the
36:
2613:Actuarial science
2361:978-1-4398-3574-6
2288:Structural Safety
2278:978-0-486-43604-3
2018:Northwest Science
1952:(6A): 2806–2843.
1840:978-1-118-65019-6
1574:978-1-84996-874-4
1541:978-0-470-01238-3
1436:(e2022SW003304).
1405:(e2020SW002513).
1374:(e2023SW003565).
555:
537:
517:
499:
479:
447:
427:
414:
379:
373:
342:Univariate theory
264:pitting corrosion
253:100 metres sprint
247:Time the fastest
191:Maximum sizes of
120:, leading to the
2640:
2597:
2591:
2589:
2588:
2572:
2556:
2550:
2538:
2532:
2514:
2507:amir.eng.uci.edu
2493:
2476:
2464:
2435:
2425:
2392:
2390:
2365:
2346:
2333:
2324:
2303:
2282:
2258:
2256:
2255:
2239:
2225:
2194:
2148:
2135:
2126:
2107:
2088:
2079:
2069:
2046:de Haan, Laurens
2040:
2038:
2037:
2031:
2014:
2004:
2002:
2001:
1991:
1972:
1971:
1961:
1935:
1929:
1928:
1911:(4): 1141–1167.
1902:
1893:
1887:
1886:
1860:
1851:
1845:
1844:
1832:
1821:
1815:
1814:
1790:
1784:
1783:
1745:
1739:
1738:
1720:
1711:(7): 1176–1192.
1702:
1693:
1687:
1686:
1652:
1643:
1637:
1636:
1602:
1593:
1587:
1586:
1552:
1546:
1545:
1519:
1513:
1512:
1476:
1467:
1462:
1456:
1455:
1453:
1421:
1415:
1414:
1390:
1384:
1383:
1359:
1353:
1352:
1304:
1298:
1297:
1287:
1269:
1243:
1237:
1236:
1226:
1208:
1176:
1170:
1169:
1135:
1129:
1128:
1105:Transportmetrica
1100:
1094:
1093:
1065:
1059:
1058:
1048:
1038:
1014:
1008:
1007:
997:
947:
941:
940:
914:
882:
876:
875:
873:
872:
866:
859:
850:
844:
839:
833:
827:
821:
820:
818:
786:
780:
775:
769:
764:
758:
753:
747:
742:
736:
731:
725:
720:
714:
709:
703:
702:
682:
571:GEV distribution
565:
563:
562:
557:
553:
535:
527:
525:
524:
519:
515:
497:
489:
487:
486:
481:
477:
473:
472:
460:
459:
445:
437:
435:
434:
429:
425:
424:
423:
412:
392:
390:
389:
384:
377:
371:
130:random variables
88:coastal engineer
2648:
2647:
2643:
2642:
2641:
2639:
2638:
2637:
2603:
2602:
2601:
2593:
2586:
2584:
2570:
2565:, ed. (1935) .
2561:
2553:bankofcanada.ca
2548:
2544:
2530:
2525:
2521:
2501:
2484:
2467:
2446:
2443:
2438:
2395:
2368:
2362:
2349:
2336:
2327:
2306:
2285:
2279:
2261:
2253:
2251:
2237:
2232:, ed. (1935) .
2228:
2214:10.2307/1968974
2197:
2157:Tippett, L.H.C.
2151:
2141:KlĂĽppelberg, C.
2139:Embrechts, P.;
2138:
2129:
2123:
2110:
2104:
2091:
2082:
2043:
2035:
2033:
2029:
2012:
2007:
1999:
1997:
1989:
1984:
1980:
1975:
1937:
1936:
1932:
1900:
1895:
1894:
1890:
1858:
1853:
1852:
1848:
1841:
1830:
1823:
1822:
1818:
1792:
1791:
1787:
1747:
1746:
1742:
1700:
1695:
1694:
1690:
1650:
1645:
1644:
1640:
1600:
1595:
1594:
1590:
1575:
1554:
1553:
1549:
1542:
1521:
1520:
1516:
1478:
1477:
1470:
1463:
1459:
1423:
1422:
1418:
1392:
1391:
1387:
1361:
1360:
1356:
1306:
1305:
1301:
1260:(6): e2006202.
1245:
1244:
1240:
1178:
1177:
1173:
1137:
1136:
1132:
1102:
1101:
1097:
1067:
1066:
1062:
1016:
1015:
1011:
949:
948:
944:
912:10.1038/417506a
884:
883:
879:
870:
868:
864:
857:
852:
851:
847:
842:Makkonen (2008)
840:
836:
828:
824:
788:
787:
783:
776:
772:
765:
761:
754:
750:
745:Pickands (1975)
743:
739:
732:
728:
723:Gnedenko (1943)
721:
717:
710:
706:
684:
683:
679:
675:
669:
667:
601:Extreme weather
591:
582:
530:
529:
492:
491:
464:
451:
440:
439:
415:
407:
406:
399:
366:
365:
350:
344:
316:
311:
270:network traffic
168:
96:
24:
17:
12:
11:
5:
2646:
2644:
2636:
2635:
2630:
2625:
2620:
2615:
2605:
2604:
2600:
2599:
2558:
2557:
2541:
2540:
2522:
2520:
2519:External links
2517:
2516:
2515:
2499:
2482:
2465:
2442:
2439:
2437:
2436:
2393:
2366:
2360:
2347:
2334:
2325:
2315:(4): 357–362.
2304:
2294:(5): 405–419.
2283:
2277:
2259:
2226:
2208:(3): 423–453.
2195:
2169:(2): 180–190.
2149:
2136:
2127:
2121:
2108:
2102:
2089:
2080:
2060:(5): 792–804.
2041:
2005:
1981:
1979:
1976:
1974:
1973:
1930:
1888:
1846:
1839:
1816:
1805:(3): 393–425.
1785:
1758:(5): 273–295.
1740:
1688:
1638:
1588:
1573:
1547:
1540:
1514:
1487:(6): 303–317.
1468:
1457:
1416:
1385:
1354:
1299:
1238:
1171:
1152:(2): 808–818.
1130:
1111:(2): 556–572.
1095:
1076:(4): 811–822.
1060:
1029:(1): 368–395.
1009:
964:(5): 529–545.
942:
877:
845:
834:
822:
781:
770:
759:
748:
737:
726:
715:
704:
693:(4): 357–362.
676:
674:
671:
666:
665:
660:
655:
649:
648:
644:
643:
638:
633:
628:
623:
618:
613:
608:
603:
598:
592:
590:
587:
581:
578:
552:
549:
546:
543:
540:
514:
511:
508:
505:
502:
476:
471:
467:
463:
458:
454:
450:
422:
418:
398:
395:
382:
376:
346:Main article:
343:
340:
336:log-correlated
315:
312:
310:
309:
303:
298:
293:
288:
283:
277:
266:
260:
245:
240:
234:
230:events during
225:
216:
209:
195:
189:
183:
179:; the size of
172:
167:
164:
113:method (POT).
95:
92:
80:100-year flood
68:earth sciences
15:
13:
10:
9:
6:
4:
3:
2:
2645:
2634:
2631:
2629:
2626:
2624:
2621:
2619:
2616:
2614:
2611:
2610:
2608:
2598:in 1933–1934.
2596:
2582:
2578:
2577:
2568:
2564:
2560:
2559:
2554:
2547:
2543:
2542:
2536:
2529:
2524:
2523:
2518:
2512:
2508:
2504:
2500:
2497:
2491:
2487:
2486:"Extremes.jl"
2483:
2480:
2474:
2470:
2466:
2462:
2458:
2454:
2450:
2445:
2444:
2440:
2433:
2429:
2424:
2419:
2415:
2411:
2407:
2403:
2399:
2394:
2389:
2384:
2380:
2376:
2372:
2367:
2363:
2357:
2353:
2348:
2344:
2340:
2335:
2331:
2326:
2322:
2318:
2314:
2310:
2305:
2301:
2297:
2293:
2289:
2284:
2280:
2274:
2270:
2269:
2264:
2260:
2249:
2245:
2244:
2235:
2231:
2227:
2223:
2219:
2215:
2211:
2207:
2204:(in French).
2203:
2202:
2196:
2192:
2188:
2184:
2180:
2176:
2172:
2168:
2164:
2163:
2158:
2154:
2150:
2146:
2142:
2137:
2133:
2128:
2124:
2122:0-471-67172-X
2118:
2114:
2109:
2105:
2103:0-12-163475-2
2099:
2095:
2090:
2086:
2081:
2077:
2073:
2068:
2063:
2059:
2055:
2051:
2047:
2044:Balkema, A.;
2042:
2032:on 2009-02-26
2028:
2024:
2020:
2019:
2011:
2006:
1995:
1988:
1983:
1982:
1977:
1969:
1965:
1960:
1955:
1951:
1947:
1946:
1941:
1934:
1931:
1926:
1922:
1918:
1914:
1910:
1906:
1899:
1892:
1889:
1884:
1880:
1876:
1872:
1868:
1864:
1857:
1850:
1847:
1842:
1836:
1829:
1828:
1820:
1817:
1812:
1808:
1804:
1800:
1796:
1789:
1786:
1781:
1777:
1773:
1769:
1765:
1761:
1757:
1753:
1752:
1744:
1741:
1736:
1732:
1728:
1724:
1719:
1714:
1710:
1706:
1699:
1692:
1689:
1684:
1680:
1676:
1672:
1668:
1664:
1660:
1656:
1649:
1642:
1639:
1634:
1630:
1626:
1622:
1618:
1614:
1610:
1606:
1599:
1592:
1589:
1584:
1580:
1576:
1570:
1566:
1562:
1558:
1551:
1548:
1543:
1537:
1533:
1529:
1525:
1518:
1515:
1510:
1506:
1502:
1498:
1494:
1490:
1486:
1482:
1475:
1473:
1469:
1466:
1465:Gumbel (2004)
1461:
1458:
1452:
1447:
1443:
1439:
1435:
1431:
1430:Space Weather
1427:
1420:
1417:
1412:
1408:
1404:
1400:
1399:Space Weather
1396:
1389:
1386:
1381:
1377:
1373:
1369:
1368:Space Weather
1365:
1358:
1355:
1350:
1346:
1342:
1338:
1334:
1330:
1326:
1322:
1318:
1314:
1310:
1303:
1300:
1295:
1291:
1286:
1281:
1277:
1273:
1268:
1263:
1259:
1255:
1254:
1249:
1242:
1239:
1234:
1230:
1225:
1220:
1216:
1212:
1207:
1202:
1198:
1194:
1190:
1186:
1182:
1175:
1172:
1167:
1163:
1159:
1155:
1151:
1147:
1146:
1141:
1134:
1131:
1126:
1122:
1118:
1114:
1110:
1106:
1099:
1096:
1091:
1087:
1083:
1079:
1075:
1071:
1064:
1061:
1056:
1052:
1047:
1042:
1037:
1032:
1028:
1024:
1020:
1013:
1010:
1005:
1001:
996:
991:
987:
983:
979:
975:
971:
967:
963:
959:
958:
953:
946:
943:
938:
934:
930:
926:
922:
918:
913:
908:
904:
900:
897:(6888): 506.
896:
892:
888:
881:
878:
867:on 2016-03-12
863:
856:
849:
846:
843:
838:
835:
831:
826:
823:
817:
812:
808:
804:
800:
796:
792:
785:
782:
779:
774:
771:
768:
763:
760:
757:
752:
749:
746:
741:
738:
735:
730:
727:
724:
719:
716:
713:
708:
705:
700:
696:
692:
688:
681:
678:
672:
670:
664:
661:
659:
656:
654:
651:
650:
646:
645:
642:
639:
637:
634:
632:
629:
627:
624:
622:
619:
617:
614:
612:
609:
607:
604:
602:
599:
597:
594:
593:
588:
586:
579:
577:
574:
572:
567:
547:
544:
541:
509:
506:
503:
469:
465:
461:
456:
452:
420:
416:
403:
396:
394:
380:
374:
363:
362:
357:
356:
349:
341:
339:
337:
333:
329:
325:
321:
313:
308:
307:Space weather
304:
302:
299:
297:
294:
292:
289:
287:
284:
281:
278:
275:
271:
268:Anomalous IT
267:
265:
261:
258:
254:
250:
246:
244:
241:
239:
235:
233:
229:
226:
224:
221:; day-to-day
220:
217:
214:
210:
207:
203:
199:
196:
194:
190:
187:
184:
182:
178:
174:
173:
171:
165:
163:
160:
158:
154:
150:
146:
141:
138:
136:
131:
128:
123:
119:
114:
112:
106:
104:
99:
94:Data analysis
93:
91:
89:
85:
81:
77:
73:
69:
65:
61:
57:
52:
50:
46:
45:
40:
33:
28:
22:
2585:. Retrieved
2580:
2574:
2563:Gumbel, E.J.
2552:
2534:
2506:
2489:
2472:
2452:
2448:
2405:
2401:
2378:
2374:
2351:
2342:
2338:
2329:
2312:
2308:
2291:
2287:
2267:
2263:Gumbel, E.J.
2252:. Retrieved
2247:
2241:
2230:Gumbel, E.J.
2205:
2199:
2166:
2160:
2153:Fisher, R.A.
2144:
2131:
2112:
2093:
2084:
2057:
2053:
2034:. Retrieved
2027:the original
2022:
2016:
1998:. Retrieved
1996:. JSR-90-30S
1993:
1949:
1943:
1933:
1908:
1904:
1891:
1866:
1862:
1849:
1826:
1819:
1802:
1798:
1788:
1755:
1749:
1743:
1708:
1704:
1691:
1658:
1654:
1641:
1608:
1604:
1591:
1556:
1550:
1523:
1517:
1484:
1480:
1460:
1433:
1429:
1419:
1402:
1398:
1388:
1371:
1367:
1357:
1316:
1313:Solar Energy
1312:
1302:
1257:
1253:PLOS Biology
1251:
1241:
1188:
1184:
1174:
1149:
1143:
1133:
1108:
1104:
1098:
1073:
1069:
1063:
1026:
1022:
1012:
961:
955:
945:
894:
890:
880:
869:. Retrieved
862:the original
848:
837:
832:, p. 68
825:
798:
794:
784:
773:
767:Novak (2011)
762:
751:
740:
729:
718:
707:
690:
686:
680:
668:
596:Extreme risk
583:
575:
568:
404:
400:
359:
353:
351:
335:
317:
301:Solar energy
296:Neurobiology
219:Equity risks
206:ximelagatran
198:Side effects
169:
166:Applications
161:
153:tail-fitting
142:
139:
134:
115:
110:
107:
102:
100:
97:
53:
48:
43:
42:
38:
37:
2595:E.J. Gumbel
2492:(software).
2455:: 595–638.
2381:: 119–131.
1869:: 283–309.
1611:: 764‒776.
1451:10037/30641
1319:: 242–249.
636:Rare events
332:E.J. Gumbel
328:R.A. Fisher
280:Road safety
259:disciplines
223:market risk
181:freak waves
147:, with the
127:independent
2607:Categories
2587:2009-04-01
2535:risknet.de
2490:github.com
2345:: 241–279.
2254:2009-04-01
2036:2009-02-06
2000:2015-03-03
1036:1910.10070
986:2003/25404
921:2003/25362
871:2009-08-12
673:References
320:L. Tippett
272:, prevent
84:breakwater
2265:(2004) .
2191:123125823
1780:0141-1187
1718:1204.3524
1661:: 60–66.
1583:0172-7397
1509:0141-1187
1349:254207549
1341:0038-092X
1276:1545-7885
1215:0027-8424
1125:158343873
1055:204823947
801:(3): 63.
291:Epidemics
274:attackers
238:wildfires
232:evolution
213:insurance
188:outbreaks
76:hydrology
64:economics
2449:Extremes
2441:Software
2432:27934705
2048:(1974).
1968:59467614
1925:53570822
1883:33350408
1735:42652601
1683:53338058
1633:53338058
1294:31163024
1233:33139561
1090:16546103
1004:55378036
995:11134017
937:13469470
929:12037557
589:See also
305:Extreme
282:analysis
257:athletic
228:Mutation
175:Extreme
2410:Bibcode
2402:Science
2222:1968974
2171:Bibcode
2076:2959306
1978:Sources
1760:Bibcode
1489:Bibcode
1321:Bibcode
1285:6548358
1224:7703634
1193:Bibcode
1166:3405114
966:Bibcode
899:Bibcode
803:Bibcode
621:Outlier
314:History
204:(e.g.,
186:Tornado
105:(AMS).
60:finance
2430:
2358:
2275:
2220:
2189:
2119:
2100:
2074:
1966:
1923:
1881:
1837:
1778:
1733:
1681:
1631:
1581:
1571:
1538:
1507:
1347:
1339:
1292:
1282:
1274:
1231:
1221:
1213:
1164:
1123:
1088:
1053:
1002:
992:
935:
927:
891:Nature
554:
536:
516:
498:
478:
446:
426:
413:
378:
372:
236:Large
215:losses
177:floods
2571:(pdf)
2549:(PDF)
2531:(PDF)
2496:Julia
2238:(pdf)
2218:JSTOR
2187:S2CID
2072:JSTOR
2030:(PDF)
2013:(PDF)
1994:JASON
1990:(PDF)
1964:S2CID
1921:S2CID
1901:(PDF)
1879:S2CID
1859:(PDF)
1831:(PDF)
1731:S2CID
1713:arXiv
1701:(PDF)
1679:S2CID
1651:(PDF)
1629:S2CID
1601:(PDF)
1345:S2CID
1162:S2CID
1121:S2CID
1051:S2CID
1031:arXiv
1000:S2CID
933:S2CID
865:(PDF)
858:(PDF)
202:drugs
2428:PMID
2356:ISBN
2273:ISBN
2117:ISBN
2098:ISBN
1835:ISBN
1776:ISSN
1579:ISSN
1569:ISBN
1536:ISBN
1505:ISSN
1337:ISSN
1290:PMID
1272:ISSN
1229:PMID
1211:ISSN
1086:PMID
925:PMID
251:the
86:, a
2457:doi
2418:doi
2406:354
2383:doi
2317:doi
2296:doi
2210:doi
2179:doi
2062:doi
1954:doi
1913:doi
1871:doi
1807:doi
1768:doi
1723:doi
1671:hdl
1663:doi
1659:128
1621:hdl
1613:doi
1609:109
1561:doi
1528:doi
1497:doi
1446:hdl
1438:doi
1407:doi
1376:doi
1329:doi
1317:249
1280:PMC
1262:doi
1219:PMC
1201:doi
1189:117
1154:doi
1113:doi
1078:doi
1041:doi
1027:184
990:PMC
982:hdl
974:doi
917:hdl
907:doi
895:417
811:doi
695:doi
200:of
49:EVA
41:or
2609::
2573:.
2551:.
2533:.
2505:.
2488:.
2471:.
2453:26
2451:.
2426:.
2416:.
2404:.
2400:.
2377:.
2373:.
2343:14
2341:.
2313:12
2311:.
2292:30
2290:.
2240:.
2216:.
2206:44
2185:.
2177:.
2167:24
2165:.
2155:;
2070:.
2056:.
2052:.
2023:72
2021:.
2015:.
1992:.
1962:.
1950:46
1948:.
1942:.
1919:.
1909:46
1907:.
1903:.
1877:.
1867:12
1865:.
1861:.
1803:52
1797:.
1774:.
1766:.
1756:20
1754:.
1729:.
1721:.
1709:42
1707:.
1703:.
1677:.
1669:.
1657:.
1653:.
1627:.
1619:.
1607:.
1603:.
1577:.
1567:.
1534:.
1503:.
1495:.
1485:18
1483:.
1471:^
1444:.
1434:21
1432:.
1428:.
1403:17
1401:.
1397:.
1372:21
1370:.
1366:.
1343:.
1335:.
1327:.
1315:.
1311:.
1288:.
1278:.
1270:.
1258:17
1256:.
1250:.
1227:.
1217:.
1209:.
1199:.
1187:.
1183:.
1160:.
1150:66
1148:.
1142:.
1119:.
1109:15
1084:.
1074:38
1072:.
1049:.
1039:.
1021:.
998:.
988:.
980:.
972:.
962:34
960:.
954:.
931:.
923:.
915:.
905:.
893:.
889:.
809:.
797:.
793:.
691:12
689:.
159:.
66:,
62:,
58:,
2581:5
2513:.
2498:.
2481:.
2479:R
2463:.
2459::
2434:.
2420::
2412::
2391:.
2385::
2379:3
2364:.
2323:.
2319::
2302:.
2298::
2281:.
2248:5
2224:.
2212::
2193:.
2181::
2173::
2125:.
2106:.
2078:.
2064::
2058:2
2039:.
2003:.
1970:.
1956::
1927:.
1915::
1885:.
1873::
1843:.
1813:.
1809::
1782:.
1770::
1762::
1737:.
1725::
1715::
1685:.
1673::
1665::
1635:.
1623::
1615::
1585:.
1563::
1544:.
1530::
1511:.
1499::
1491::
1454:.
1448::
1440::
1413:.
1409::
1382:.
1378::
1351:.
1331::
1323::
1296:.
1264::
1235:.
1203::
1195::
1168:.
1156::
1127:.
1115::
1092:.
1080::
1057:.
1043::
1033::
1006:.
984::
976::
968::
939:.
919::
909::
901::
874:.
819:.
813::
805::
799:2
701:.
697::
551:)
548:2
545:,
542:5
539:(
513:)
510:4
507:,
504:3
501:(
475:)
470:i
466:y
462:,
457:i
453:x
449:(
421:i
417:x
381:,
375:X
208:)
47:(
34:.
23:.
Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.