most citedAll Block Maxima method for estimating the extreme value index

2 citations · 2 across the 1 of their papers we have counts for

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math.ST2026★ 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…