On the block maxima method in extreme value theory: PWM estimators

DOI10.1214/14-AOS1280zbMath1310.62064arXiv1310.3222OpenAlexW2045544414MaRDI QIDQ2338927

Yanyan Li

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

zbMATH Keywords

asymptotic normalityextreme value indexblock maximapeaks-over-thresholdextreme quantile estimationprobability weighted moment estimators

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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