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A horse race between the block maxima method and the peak-over-threshold approach - MaRDI portal

A horse race between the block maxima method and the peak-over-threshold approach

From MaRDI portal
Publication:2075692

DOI10.1214/20-STS795OpenAlexW3041579703MaRDI QIDQ2075692

Chen Zhou, Axel Bücher

Publication date: 15 February 2022

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.00282



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