Parameter estimation for the generalized extreme value distribution: a method that combines bootstrapping and r largest order statistics
结合自助法与前 r 个最大次序统计量的广义极值分布参数估计
A critical problem in extreme value theory (EVT) is the estimation of parameters for the limit probability distributions. Block maxima (BM), an approach in EVT that seeks estimates of parameters of the generalized extreme value distribution (GEV), can be generalized to take into account not just the maximum realization from a given dataset, but the r largest order statistics for a given r. In this work we propose a parameter estimation method that combines the r largest…