A likelihood for correlated extreme series

• Published in: Environmetrics
• Main Authors: L. Zhu, X. Liu, R. Lund
• Format: Article in Journal/Newspaper
• Language: unknown
• Subjects: Faraday; Antarc*; Antarctica
• Online Access: https://doi.org/10.1002/env.2546

This paper develops a likelihood for sequences of extremes when observations are dependent in time. The likelihood allows researchers to obtain more realistic standard errors of the generalized extreme‐value parameters. As a motivating example, annual minimum temperatures are examined from the Farad...