Automated selection of r for the r largest order statistics approach with adjustment for sequential testing
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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.… read more here.
Keywords: statistics approach; largest order; order statistics; automated selection ... See more keywords