  We apply a new threshold detection method based on the extreme value theory
to the von K\'arm\'an sodium (VKS) experiment data. The VKS experiment is a
successful attempt to get a dynamo magnetic field in a laboratory liquid-metal
experiment. We first show that the dynamo threshold is associated to a change
of the probability density function of the extreme values of the magnetic
field. This method does not require the measurement of response functions from
applied external perturbations, and thus provides a simple threshold estimate.
We apply our method to different configurations in the VKS experiment showing
that it yields a robust indication of the dynamo threshold as well as evidence
of hysteretic behaviors. Moreover, for the experimental configurations in which
a dynamo transition is not observed, the method provides a way to extrapolate
an interval of possible threshold values.
