Threshold selection for extremal index estimation

DOI10.1080/10485252.2023.2266050MaRDI QIDQ6611222

Natalia M. Markovich, Igor V. Rodionov

Publication date: 26 September 2024

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Cites Work

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• Statistics of Extremes
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• A comparison of methods for estimating the extremal index

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