A comparison of methods for estimating the extremal index

DOI10.1023/A:1009993419559zbMath0965.62044OpenAlexW1573806138MaRDI QIDQ5936308

Jonathan A. Tawn, Miguel A. Ancona-Navarrete

Publication date: 11 July 2001

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009993419559

zbMATH Keywords

asymptotic independenceclusterscoefficient of tail dependenceextremal indexrainfalls

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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