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How long should a block be?

stat.ME · 2026-05-12 · unverdicted · novelty 5.0

Excessively long blocks lower asymptotic relative efficiency in the block-maxima method, and new likelihood and diagnostic procedures are proposed to check whether a chosen length is adequate under rounding or censoring.

Choosing the threshold in extreme value analysis

stat.ME · 2026-06-26 · unverdicted · novelty 4.0 · 2 refs

Review and simulation comparison of more than 40 threshold selection procedures for univariate extreme value analysis, with application to daily rainfall data.

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