Comparison of trend detection methods in GEV models

DOI10.1080/03610918.2020.1804580OpenAlexW3087163976MaRDI QIDQ5055133

Zuzana Hübnerová, László Németh, András Zempléni

Publication date: 13 December 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1804580

zbMATH Keywords

trendlikelihood rationon-stationarityextreme valuereturn level

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Bootstrap, jackknife and other resampling methods (62F40)

Uses Software

• ismev
• extRemes
• goft

Cites Work

• Regression estimator for the tail index
• Bootstrapping regression models
• Bootstrap methods: another look at the jackknife
• Minimum Sample Size Determination for Generalized Extreme Value Distribution
• Maximum likelihood estimation in a class of nonregular cases
• A Comparison of confidence intervals for generalized extreme-value distributions
• Permutation bootstrap and the block maxima method
• Estimates of the Regression Coefficient Based on Kendall's Tau
• An introduction to statistical modeling of extreme values
• Statistical modeling of spatial extremes
• Trends in Extreme Value Indices
• Stationary and nonstationary generalized extreme value modelling of extreme precipitation over a mountainous area under climate change

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