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by FabHK 1932 days ago
Quite plausible. Extreme Value theory [1] appears to have been codified by the 1960s, and one of the main theorems is credited “to Fréchet (1927), Ronald Fisher and Leonard Henry Caleb Tippett (1928), Mises (1936) and Gnedenko (1943)” [2]. ETA: And the second theorem of Extreme Value Analysis is from the mid 1970s. [3]

1. https://en.wikipedia.org/wiki/Extreme_value_theory

2. https://en.wikipedia.org/wiki/Fisher–Tippett–Gnedenko_theore...

3. https://en.wikipedia.org/wiki/Pickands–Balkema–De_Haan_theor...

2 comments

My stats training was in the 90s and we absolutely covered leptokurtic things.
The book by Leadbetter, Lindgren and Rootzen is good too if a bit dated.