Conjectured stability for unequal block sizes
Conjectured stability for unequal block sizes
Let the conditions of the stability theorem hold, but now for block sizes that are not necessarily equal. Define the mean block size and variance by
If the relative standard deviation satisfies , then conjectured stability for unequal block sizes. the stability condition holds approximately with replaced by . Specifically, if
holds with a sufficient margin, the Hessian matrix remains positive definite. This extends the equal-block-size stability result perturbatively to block sizes with small relative variability; the statement is presented as a possible result for future analysis, so its validity remains open.
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Sources & referencesView supporting material
Primary source
Michael Sandbichler and Tobias Hell, “Data driven extreme value distribution estimation: Derivation of the Mean Integrated Squared Error, optimal bandwidth selection and stability conditions”, arXiv:2605.21416 (2026).
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