Conjectured stability for unequal block sizes

From papers

Let the conditions of the stability theorem hold, but now for block sizes nin_i that are not necessarily equal. Define the mean block size and variance by

nˉ=1mini,σn2=1mi(ninˉ)2.\bar{n} = \frac{1}{m}\sum_i n_i, \qquad \sigma_n^2 = \frac{1}{m}\sum_i (n_i - \bar{n})^2.

If the relative standard deviation satisfies σn/nˉ1\sigma_n / \bar{n} \ll 1, then conjectured stability for unequal block sizes. the stability condition holds approximately with nn replaced by nˉ\bar{n}. Specifically, if

m<C(γ,FX,K)nˉ1+γ2m < C(\gamma, F_X, K) \cdot \bar{n}^{1+\frac{\gamma}{2}}

holds with a sufficient margin, the Hessian matrix Q\mathbf{Q} 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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