James (Jim) Pickands III, emeritus professor of statistics at The Wharton School of the University of Pennsylvania, died March 9, 2022. He was 90.
Jim graduated from Yale and completed a doctorate in Mathematical Statistics at Columbia in 1965 with Simeon Berman as adviser. He then joined the Department of Statistics at Virginia Tech before coming to Wharton in 1969.
While at Columbia, Jim worked as a research assistant to Emil Gumbel, an early contributor to extreme-value theory. Subsequently, he produced research on the maxima of Gaussian processes, an outgrowth of his dissertation work. He is best known for his pathbreaking research on extreme values. In one seminal paper, “Statistical Inference Using Extreme Order Statistics,” in The Annals of Statistics in 1975, he developed a novel approach for estimation of the tail of a distribution (and hence future large values) by realizing that extreme values under general conditions belong to the Pareto family. The work by Jim that arguably has had the greatest impact is his characterization of multivariate extreme value distributions, published in 1981 in the Bulletin of the International Statistical Institute. Jim realized that the marginals may be transformed to exponential random variables. The characterization through the dependence structure among the components as a result is illuminating. In additional work, the Pickands–Balkema–De Haan theorem gives the asymptotic tail distribution of a random variable when its true distribution is unknown. This result is often referred to as the second theorem in extreme value theory. The theorem describes the values above a threshold.
Colleagues remember Jim as a warm and gentle person. He was not a self-promoter and rarely attended conferences. He didn’t get some of the credit he deserved for a lot of the research he did on extreme value theory and its applications. Jim’s colleague Abba Krieger recalls one conference he and Jim attended in Philadelphia. “We had on our name tags. Chuck Stone squinted at our name tags and said, ‘So you are James Pickands. I have been an admirer of your results and used them extensively for many years.’”
Krieger also recalled how Jim approached everything with a certain kind of subtlety, such as the time he went into his statistics class only to find the students clustered in the far back rows as a joke because the room was too large. “Jim walked into the class, did not say a word, and started to lecture on the board. He wrote in small print. He continued to do so until the students realized that they better move closer,” Krieger recalled.
Jim was born in Euclid, Ohio on September 4, 1931. Before launching his academic career, he served for two years in the U.S. Army. Jim always referred to himself as a late bloomer.
Jim is survived by his second wife, D. Morgan, and first wife, Nancy McCulloch; his daughter, Holly Pickands McLaughlin; two grandchildren, two stepchildren and their children, his three siblings and their spouses, and many nieces and nephews. He was preceded in death by his son, James Pickands IV.
Written by Abba Krieger and Paul Shaman, both at the University of Pennsylvania. Some of the details are taken from a remembrance posted on the Wharton School’s website.