# Questions tagged [extreme-value]

Extreme values are the largest or the smallest observations in a sample; e.g., the sample minimum (the first order statistic) and the sample maximum (the n-th order statistic). Associated with extreme values are asymptotic *extreme value distributions.*

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### Extreme Value Simulation from Copulas with Monte Carlo [on hold]

I'm trying to simulate the tail values from a multivariate distribution using copulas. I'm using Vine Copula package of R to derive the suitable copula for my data and I generate random samples out of ...
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### Group comparison for extreme value data: which method is suitable?

I have measured Gaussian curvature data of 3D objects from two different groups, A and B. I would like to find out whether the objects differ in curvature. The distribution of data values for each ...
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### Meaning of Extreme Value distribution vs. lowest/highest Order Statistic

How exactly does the meaning of the Extreme Value Distribution differ from the distribution of the lowest/highest (extreme) order statistics? I understand that the extreme value distribution (EVD) ...
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### Question regarding Extreme Value Theory and finding the distribution of X(n)

Hello stats stack exchange, I have a question regarding Order Statistics and the asymptotic distribution of $X_n$ which is the rv for max($X_1$, $X_2$,...,$X_n$) where $X_i$ are from some distribution....
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