A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach-Reference-Cited by-同舟云学术

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A Horse Race between the Block Maxima Method and the Peak–over–Threshold Approach

Published:2021-08-01 Issue:3 Volume:36 Page:
ISSN:0883-4237
Container-title:Statistical Science
language:
Short-container-title:Statist. Sci.

Author:

Bücher Axel¹,Zhou Chen²

Affiliation:

1. Axel Bücher is Professor of Mathematical Statistics, Heinrich-Heine-Universität Düsseldorf, Mathematisches Institut, Universitätsstr. 1, 40225 Düsseldorf, Germany

2. Chen Zhou is Professor of Mathematical Statistics and Risk Management, Econometric Institute, Erasmus University Rotterdam, 3000 DR Rotterdam, The Netherlands c.zhou@dnb.nl

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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