On the block maxima method in extreme value theory: PWM estimators

2015

Annals of Statistics , Volume 43 - Issue 1 p. 276- 298

Additional Metadata
Keywords	Asymptotic normality, Block maxima, Extreme quantile estimation, Extreme value index, Peaks-over-threshold, Probability weighted moment estimators
Persistent URL	doi.org/10.1214/14-AOS1280, hdl.handle.net/1765/88659
Journal	Annals of Statistics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Ferreira, B. Y. A., & de Haan, L. (2015). On the block maxima method in extreme value theory: PWM estimators. Annals of Statistics, 43(1), 276–298. doi:10.1214/14-AOS1280

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