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.
Water Resources Research , volume = 6, pages =
2 Pith papers cite this work, alongside 277 external citations. Polarity classification is still indexing.
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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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How long should a block be?
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.
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Choosing the threshold in extreme value analysis
Review and simulation comparison of more than 40 threshold selection procedures for univariate extreme value analysis, with application to daily rainfall data.