an Entity references as follows:
The Pickands–Balkema–De Haan theorem gives the asymptotic tail distribution of a random variable, when its true distribution is unknown. It is often called the second theorem in extreme value theory. Unlike the first theorem (the Fisher–Tippett–Gnedenko theorem), which concerns the maximum of a sample, the Pickands–Balkema–De Haan theorem describes the values above a threshold.