A horse race between the block maxima method and the peak-over-threshold approach
type: Item
instance of: scholarly article
title: A horse race between the block maxima method and the peak-over-threshold approach
DOI: 10.1214/20-STS795
author: Axel Bücher
author: Chen Zhou
published in: Statistical Science
publication date: 2022-02-15T00:00:00Z
full work available at URL: https://arxiv.org/abs/1807.00282
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7473923
zbMATH Keywords: extreme value statistics
zbMATH Keywords: extreme value index
zbMATH Keywords: extremal index
zbMATH Keywords: stationary time series
describes a project that uses: evd
MaRDI profile type: Publication
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