We introduce the data driven extreme value distribution (DDEVD) estimator, a kernel-based method for estimating extreme value distributions from data. We derive its mean integrated squared error (MISE) in detail, use it to compute the optimal bandwidth and establish stability conditions for the bandwidth optimization procedure.

翻译：我们介绍了数据驱动极值分布（DDEVD）估计器，这是一种基于核函数的方法，用于从数据中估计极值分布。我们详细推导了其均方积分误差（MISE），利用该误差计算最优带宽，并建立了带宽优化过程的稳定性条件。