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...
Saved in:
Main Authors: | , , , |
---|---|
Format: | Book Series |
Published: |
2017
|
Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012094087&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/41092 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Chiang Mai University |
Be the first to leave a comment!