Subsampling extremes: from block maxima to smooth tail estimation

DOI10.1016/j.jmva.2014.06.010zbMath1292.62076arXiv1204.0316OpenAlexW1964416212MaRDI QIDQ2252905

Stefan Wager

Publication date: 24 July 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.0316

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)

Related Items (1)

A modeler's guide to extreme value software

Uses Software

• ismev

Cites Work

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