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Apr 26, 2018 at 16:08 vote accept A Simmons
Apr 26, 2018 at 9:19 history edited Carlo Beenakker CC BY-SA 3.0
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Apr 26, 2018 at 9:12 history edited Carlo Beenakker CC BY-SA 3.0
added 281 characters in body
Apr 26, 2018 at 9:11 comment added A Simmons Thank you very much for the reference! For clarity in case anyone else comes across it, the Gumbel distribution is true only in the limit of dimension tending to infinity, but the authors do provide an explicit CDF for the finite dimensional case.
Apr 26, 2018 at 9:06 history answered Carlo Beenakker CC BY-SA 3.0