Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Environmetricsarrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Environmetrics
Article . 2022 . Peer-reviewed
License: CC BY
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2022
Data sources: zbMATH Open
versions View all 2 versions
addClaim

A note on statistical tests for homogeneities in multivariate extreme value models for block maxima

Authors: Jona Lilienthal; Leandra Zanger; Axel Bücher; Roland Fried;

A note on statistical tests for homogeneities in multivariate extreme value models for block maxima

Abstract

AbstractMathematical theory suggests to model annual or seasonal maxima by the generalized extreme value distribution. In environmental applications like hydrology, record lengths are typically small, whence respective parameter estimators typically exhibit a large variance. The variance may be decreased by pooling observations from different sites or variables, but this requires to check the validity of the inherent homogeneity assumption. The present paper provides an overview of (partly new) respective asymptotic significance tests. It is found that the tests' levels are often violated in typical finite‐sample situations, whence a parametric bootstrap approach based on max‐stable process models is proposed to obtain more accurate critical values. As a side product, we present an overview of asymptotic results on a variety of common estimators for GEV parameters in a multisample situation of varying record lengths.

Related Organizations
Keywords

flood extremes, parametric bootstrap, pseudo-maximum likelihood, Applications of statistics to environmental and related topics, max-stable process, index-flood assumption, probability weighted moment estimator

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    5
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Top 10%
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
5
Top 10%
Average
Top 10%
hybrid