A note on robust estimation of the extremal index
Many examples in the most diverse fields of application show the need for statistical methods of analysis of extremes of dependent data. A crucial issue that appears when there is dependency is the reliable estimation of the extremal index (EI), a parameter related to the clustering of large events....
| Autor principal: | |
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| Outros Autores: | , |
| Formato: | bookPart |
| Idioma: | eng |
| Publicado em: |
2020
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10773/30002 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/30002 |