Robust Arguments for Extreme value Models Stuart Coles Department of Mathematics and Statistics Lancaster University, U.K. www.maths.lancs.ac.uk/~coless e.mail s.coles@lancs.ac.uk The classical theory of extremes is based on asymptotic arguments for independent and identically distributed variables. This makes easy mathematics, but leads to models whose applicability for genuine processes is questionable. In this talk we look at a number of arguments, some old, some new, which establish the applicability of the standard asymptotic models under substantially weaker conditions.