Modeling extremal events is not easy: Why the extreme value theorem cannot be as general as the central limit theorem
© Springer International Publishing AG 2017. In many real-life situations, a random quantity is a joint result of several independent factors, i.e., a sum of many independent random variables. The description of such sums is facilitated by the Central Limit Theorem, according to which, under reasona...
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| Main Authors: | , , , |
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| Format: | Book Series |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012094087&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/41092 |
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| Institution: | Chiang Mai University |