Accurately approximating extreme value statistics

Keyphrases

• Extreme Value Statistics 100%
• Underlying Distribution 66%
• Gumbel 66%
• Convergence Rate 33%
• Large Deviations 33%
• Gumbel Distribution 33%
• Probability Theory 33%
• Taylor Expansion 33%
• Scale Parameter 33%
• Power Series 33%
• Maximum Distribution 33%
• Extreme Value Distribution 33%
• Width Parameter 33%
• Fisher-Tippett-Gnedenko Theorem 33%
• Functional Correction 33%
• Identically Distributed Random Variables 33%

Mathematics

• Extreme Value Statistics 100%
• Underlying Distribution 66%
• Probability Theory 33%
• Random Variable 33%
• Approximates 33%
• Gumbel Distribution 33%
• Power Series 33%
• Experimental Data 33%
• Extreme Value Distribution 33%
• Extreme Value 33%
• Taylor Expansion 33%
• Limiting Form 33%
• Convergence Rate 33%