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Estimating the multivariate extremal index function - MaRDI portal

Estimating the multivariate extremal index function (Q1002535)

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Estimating the multivariate extremal index function
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    Estimating the multivariate extremal index function (English)
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    2 March 2009
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    cluster-size distributions
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    exceedance point processes
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    extreme value theory
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    multivariate extremal index function
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