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Published in 2024 at "Stochastic Environmental Research and Risk Assessment"
DOI: 10.1007/s00477-023-02642-7
Abstract: The effective use of available information in extreme value analysis is critical because extreme values are scarce. Thus, using the r largest order statistics (rLOS) instead of the block maxima is encouraged. Based on the…
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Keywords:
order statistics;
model;
logistic model;
largest order ... See more keywords
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Published in 2017 at "Statistics and Computing"
DOI: 10.1007/s11222-016-9697-3
Abstract: The r largest order statistics approach is widely used in extreme value analysis because it may use more information from the data than just the block maxima. In practice, the choice of r is critical.…
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Keywords:
statistics approach;
largest order;
order statistics;
automated selection ... See more keywords