2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.ST2022
Tail inference using extreme U-statistics
Jochem Oorschot, Johan Segers, Chen Zhou
Extreme U-statistics arise when the kernel of a U-statistic has a high degree but depends only on its arguments through a small number of top order statistics. As the kernel degree…
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…