Improved interexceedance-times-based estimator of the extremal index using truncated distribution

DOI10.1007/S10687-022-00444-8OpenAlexW4283384116MaRDI QIDQ2093412

Jan Holešovský, Michal Fusek

Publication date: 8 November 2022

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-022-00444-8

zbMATH Keywords

truncationclustersextreme value theoryextremal index

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: estimation (62M09) Censored data models (62N01) Statistics of extreme values; tail inference (62G32) Estimation in survival analysis and censored data (62N02)

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