The block maxima approach in extreme value theory (EVT), consists of dividing the observation period into non-overlapping periods of equal size and restricts attention to the maximum observation in each period.
是属于一种单变量极值分析的方法.
参考文献:
ON THE BLOCK MAXIMA METHOD IN EXTREME VALUE
THEORY: PWM ESTIMATORS1
By Ana Ferreira and Laurens de Haan
University of Lisbon and Erasmus Univ Rotterdam