On the block maxima method in extreme value theory: PWM estimators

Annals of Statistics

Volumn 43, Issue 1, 2015, Pages 276-298

  Ferreira, B Y Ana ^a,b   De Haan, Laurens ^a,b,c  

^a UNIVERSITY OF LISBON   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Asymptotic normality; Block maxima; Extreme quantile estimation; Extreme value index; Peaks over threshold; Probability weighted moment estimators

Indexed keywords

EID: 84922567503     PISSN: 00905364     EISSN: 21688966     Source Type: Journal    
DOI: 10.1214/14-AOS1280     Document Type: Article

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