Pages that link to "Item:Q2419654"

The following pages link to Maximum likelihood estimators based on the block maxima method (Q2419654):

Displaying 13 items.

• Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
• Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis (Q2028591) (← links)
• The coupling method in extreme value theory (Q2040094) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Spatial dependence and space-time trend in extreme events (Q2119218) (← links)
• Improved inference on risk measures for univariate extremes (Q2170408) (← links)
• Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• Modeling panels of extremes (Q2686048) (← links)
• Permutation bootstrap and the block maxima method (Q5083981) (← links)
• Location invariant heavy tail index estimation with block method (Q5089919) (← links)
• Tail inference using extreme U-statistics (Q6158215) (← links)
• On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)