# Rh/Fragment 012 02

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Suppose X1, ... , Xn be a sequence of iid non degenerate random variables with distribution function F. The primary concern of extreme value theory relates to extreme values or maximal values as for example, large asset returns or large portfolio losses. Let X, X(1), X(2), ... , X(m), ${\scriptstyle m\in \mathbb{N} }$, be independent, identically distributed n-dimensional random vectors with distribution function F. The primary concern of EVT relates to extreme values or maximal values (in practice: large asset returns or large portfolio losses) of the above random sample [...]