利用概率加权矩检测独立块极大值样本的分布变化
Detecting distributional changes in samples of independent block maxima using probability weighted moments
摘要：
季节性或年性块体极大值的分析在水文学、气候学或气象学等领域都很有意义。与著名的方法块极大值，我们研究了几个测试，可以用来评估是否可用的一系列的最大值是同分布的。假设块极大值是独立的，但不一定是广义极值分布的。研究了检验统计量的渐近零分布，并讨论了近似p值的实际计算。广泛的蒙特卡罗模拟显示了足够的有限样本行为的研究测试大量的现实数据生成的情况。几个环境数据集的插图结束了工作。
英文摘要：
The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the available series of maxima is identically distributed. It is assumed that block maxima are independent but not necessarily generalized extreme value distributed. The asymptotic null distributions of the test statistics are investigated and the practical computation of approximate p-values is addressed. Extensive Monte-Carlo simulations show the adequate finite-sample behavior of the studied tests for a large number of realistic data generating scenarios. Illustrations on several environmental datasets conclude the work.
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