Generalised Pareto distribution for extreme value modelling in electromagnetic compatibility

Auteurs : C. Kasmi , M. Darces, M. Hélier et Prouff E.
Article parut dans Electronics Letters, Issue : 5, pp. 334-335, february, 2013.

Statistical studies involved in risk management mainly focus on
general tendencies which are considered as sufficient for non-critical
applications. This implies laying aside extreme events which may nonetheless be crucial to the security of critical facilities.
In light of this observation, we propose here to follow the opposite approach and to focus on the extreme values statistics.
In particular, we argue on the benefit of the Extremal types theorem from the Electromagnetic Compatibility point of view.