Asymptotic normality, Block maxima, Extreme quantile estimation, Extreme value index, Peaks-over-threshold, Probability weighted moment estimators
dx.doi.org/10.1214/14-AOS1280, hdl.handle.net/1765/88659
Annals of Statistics
Erasmus School of Economics

Ferreira, B.Y.A, & de Haan, L.F.M. (2015). On the block maxima method in extreme value theory: PWM estimators. Annals of Statistics, 43(1), 276–298. doi:10.1214/14-AOS1280