A consistent bias-corrected estimator based on blockwise top-two order statistics is developed for extreme value analysis after showing the naive independence-likelihood approach is inconsistent.
On the block maxima method in extreme value theory: PWM estimators
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Extreme Value Analysis based on Blockwise Top-Two Order Statistics
A consistent bias-corrected estimator based on blockwise top-two order statistics is developed for extreme value analysis after showing the naive independence-likelihood approach is inconsistent.