摘要：This review paper focuses on statistical issues arising in modeling univariate extremes
of a random sample. In the last three decades there has been a shift from the area
of parametric statistics of extremes, based on probabilistic asymptotic results in extreme
value theory, towards a semi-parametric approach, where the estimation of the
right and/or left tail-weight is performed under a quite general framework. But new
parametric models can still be of high interest for the analysis of extreme events, if
associated with appropriate statistical inference methodologies. After a brief reference
to Gumbel¡¯s classical block methodology and later improvements in the parametric
framework, we present an overview of the developments on the estimation of parameters
of extreme events and testing of extreme value conditions under a semi-parametric
framework, and discuss a few challenging open research topics.
关键词：extreme value index; parameters of extreme events; parametric and semi-parametric
estimation and testing; statistics of univariate extremes.
