Pages that link to "Item:Q1650108"
From MaRDI portal
The following pages link to Estimating the extremal index through local dependence (Q1650108):
Displaying 10 items.
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- (Q4298923) (← links)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- A new blocks estimator for the extremal index (Q6078230) (← links)
- Clustering of extreme values: estimation and application (Q6549698) (← links)
- Threshold selection for extremal index estimation (Q6611222) (← links)