Titlebook: Applied Extreme Value Statistics; With a Special Focus Arvid Naess Book 2024 The Editor(s) (if applicable) and The Author(s), under exclusi

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The Peaks-Over-Threshold Method,f data by considering all data that exceed a prescribed high threshold. It will be shown that also for the POT method there are three limiting forms of the exceedance probability distributions corresponding to the Extremal Types Theorem. The Generalized Pareto (GP) distribution will take the place of the GEV distribution.

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A Point Process Approach to Extreme Value Statistics,sed under a heading that typically goes like the title of the current chapter. By stopping short of the asymptotic limits, this approach offers a uniquely applicable methodology for approximate extreme value analysis of a host of engineering problems.

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Estimation of Extreme Values for Financial Risk Assessment,icity in Norway, Sweden, Denmark, Finland, and Estonia. Today, a large part of the consumption of electricity in this market is traded through Nord Pool spot, and the spot market is the most important.