On the block maxima method in extreme value theory: PWM estimators
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Publication:2338927
DOI10.1214/14-AOS1280zbMath1310.62064arXiv1310.3222OpenAlexW2045544414MaRDI QIDQ2338927
Publication date: 27 March 2015
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.3222
asymptotic normalityextreme value indexblock maximapeaks-over-thresholdextreme quantile estimationprobability weighted moment estimators
Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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