145 citations · 168 across the 13 of their papers we have counts for
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math.ST2020★ 2 cited
All Block Maxima method for estimating the extreme value index
Jochem Oorschot, Chen Zhou
The block maxima (BM) approach in extreme value analysis fits a sample of block maxima to the Generalized Extreme Value (GEV) distribution. We consider all potential blocks from a…
math.ST2020
Spatial dependence and space-time trend in extreme events
John H. J. Einmahl, Ana Ferreira, Laurens de Haan +2
The statistical theory of extremes is extended to observations that are non-stationary and not independent. The non-stationarity over time and space is controlled via the scedasis…