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Univariate Extreme Value Theory: Practice and Limitations

Anne Dutfoy ()
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Anne Dutfoy: EDF R&D

Chapter Chapter 6 in Extreme Value Theory with Applications to Natural Hazards, 2021, pp 83-123 from Springer

Abstract: Abstract This chapter presents the classic theory of univariate extreme values and its application to various natural hazards described in the previous chapters. The limitations of this approach are discussed, which pave the way for the second part of this book.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-74942-2_6

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DOI: 10.1007/978-3-030-74942-2_6

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