Inference of return level in non-stationary GEV distribution based on time varying stopping rules†
Journal of the Korean Data & Information Science Society 2024;35:347-64
© 2024 Korean Data and Information Science Society.
Yujeong Lee1 · Kyoung Hee Kim2
12Department of Statistics, Korea University
Correspondence to: † This work was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIT) (No. NRF-2023R1A2C1003730 and No. RS-2023-00219212). This paper is based on the master’s thesis of the first author.
1 Master student, Department of Statistics, Korea University, Seoul 02841, Korea.
2 Associate professor, Department of Statistics, Korea University, Seoul 02841, Korea. E-mail:
arlenent@korea.ac.kr Received February 6, 2024; Revised March 25, 2024; Accepted March 27, 2024.
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