A note on statistical tests for homogeneities in multivariate extreme value models for block maxima

DOI10.1002/ENV.2746zbMATH Open1545.62843MaRDI QIDQ6626498

Leandra Zanger, Jona Lilienthal, Roland Fried, Axel Bücher

Publication date: 28 October 2024

Published in: (Search for Journal in Brave)

zbMATH Keywords

max-stable processparametric bootstrappseudo-maximum likelihoodprobability weighted moment estimatorflood extremesindex-flood assumption

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

• Title not available (Why is that?)
• Trimmed L-moments
• Models for stationary max-stable random fields
• On the maximum likelihood estimator for the generalized extreme-value distribution
• Editorial to the special issue: Statistical modeling of environmental extremes
• Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
• Some theory and practical uses of trimmed \(L\)-moments
• Asymptotic Statistics
• Statistics of Extremes
• Likelihood-Based Inference for Max-Stable Processes
• Geostatistics of extremes
• Statistical modeling of spatial extremes

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