Extremal index blocks estimator: the threshold and the block size choice
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Publication:5861451
DOI10.1080/02664763.2020.1720626OpenAlexW3003933000MaRDI QIDQ5861451
Dora Prata Gomes, M. Manuela Neves
Publication date: 1 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2020.1720626
Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Applications of statistics (62Pxx)
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Cites Work
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