Adaptive Choice and Resampling Techniques in Extremal Index Estimation

DOI10.1007/978-3-319-18029-8_24zbMath1329.62228OpenAlexW1435146127MaRDI QIDQ3459686

Dora Prata Gomes, M. Manuela Neves

Publication date: 11 January 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-18029-8_24

zbMATH Keywords

block sizeadaptive choiceresampling techniquesexterme value theoryexternal index

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)

Cites Work

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