New estimators for the extremal index and other cluster characteristics

DOI10.1023/B:EXTR.0000031179.49454.90zbMath1053.62065MaRDI QIDQ1880890

Jonathan A. Tawn, Fabrizio Laurini

Publication date: 24 September 2004

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

clustersextreme value theoryextremal index

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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