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- W4294495528 abstract "The maximum likelihood method offers a standard way to estimate the three parameters of a generalized extreme value (GEV) distribution. Combined with the block maxima method, it is often used in practice to assess the extreme value index and normalization constants of a distribution satisfying a first order extreme value condition, assuming implicitely that the block maxima are exactly GEV distributed. This is unsatisfactory since the GEV distribution is a good approximation of the block maxima distribution only for blocks of large size. The purpose of this paper is to provide a theoretical basis for this methodology. Under a first order extreme value condition only, we prove the existence and consistency of the maximum likelihood estimators for the extreme value index and normalization constants within the framework of the block maxima method." @default.
- W4294495528 created "2022-09-03" @default.
- W4294495528 creator A5044707241 @default.
- W4294495528 date "2013-01-23" @default.
- W4294495528 modified "2023-09-26" @default.
- W4294495528 title "Maximum likelihood estimators for the extreme value index based on the block maxima method" @default.
- W4294495528 doi "https://doi.org/10.48550/arxiv.1301.5611" @default.
- W4294495528 hasPublicationYear "2013" @default.
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