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A comment on What are the most important statistical ideas of the past 50 years? [pdf]. Parent comment

Re:What are the most important statistical ideas of the past... by disgruntledphd2 on Monday March 08, 2021 @12:37PM (#26388722)
Because this was well known to statisticians long before Taleb talked about it?

That would be my suspicion as to why it isn't there.

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Re:What are the most important statistical ideas of the past... by FabHK on Monday March 08, 2021 @01:10PM (#26389266)
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...

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Re:What are the most important statistical ideas of the past... by bigbillheck on Monday March 08, 2021 @02:50PM (#26390617)
My stats training was in the 90s and we absolutely covered leptokurtic things.
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Re:What are the most important statistical ideas of the past... by selimthegrim on Monday March 08, 2021 @02:53PM (#26390652)
The book by Leadbetter, Lindgren and Rootzen is good too if a bit dated.
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