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stat.ME2026
Strong Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in -Largest Generalized Extreme-Value Models
Jihong Park, Yire Shin, Jeong-Soo Park
We study maximum likelihood estimation in the three-parameter -largest generalized extreme-value (GEV) model with a fixed number of upper order statistics per block. Beca…
math.ST2026
Fisher Information and Differentiability for -Largest Generalized Extreme-Value Models
Jihong Park, Yire Shin, Jeong-Soo Park
The largest observations of a block form a dependent random vector whose support moves with all three parameters of the -largest generalized extreme-value (GEV) model. Fo…
stat.ME2026
Automated selection of in -largest order statistics models: finite-sample performance and return-level inference
Yire Shin, Jihong Park, Jeong-Soo Park
Selecting the number of upper order statistics is a key practical issue in fitting -largest order statistics models. The entropy difference test for selecting relies on…