scientific article; zbMATH DE number 6890270

zbMath1392.62141MaRDI QIDQ4568137

Marta Ferreira

Publication date: 15 June 2018

Full work available at URL: https://www.ine.pt/revstat/pdf/REVSTAT_v16-n1-6.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

extreme value theoryheuristic methodsextremal index estimation

Mathematics Subject Classification ID

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

Related Items (4)

Estimation of the extremal index using censored distributions ⋮ On the computation of the extremal index for time series ⋮ Improved interexceedance-times-based estimator of the extremal index using truncated distribution ⋮ Extremal index blocks estimator: the threshold and the block size choice

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