Pickands–Balkema–De Haan theorem

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.

Source: Wikipedia — Pickands–Balkema–De Haan theorem (CC BY-SA 4.0)

Pickands–Balkema–De Haan theorem

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.

Source: Wikipedia "Pickands–Balkema–De Haan theorem" · CC BY-SA 4.0

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