Improved interexceedance-times-based estimator of the extremal index using truncated distribution
type: Item
instance of: scholarly article
title: Improved interexceedance-times-based estimator of the extremal index using truncated distribution
author: Jan Holešovský
author: Michal Fusek
published in: Extremes
publication date: 2022-11-08T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62N01
Mathematics Subject Classification ID: 62N02
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 7613179
zbMATH Keywords: extremal index
zbMATH Keywords: extreme value theory
zbMATH Keywords: truncation
zbMATH Keywords: clusters
MaRDI profile type: Publication
full work available at URL: s10687-022-00444-8
OpenAlex ID: W4283384116
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DOI: 10.1007/S10687-022-00444-8
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description: scientific article; zbMATH DE number 7613179