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....
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | bookPart |
| Language: | eng |
| Published: |
2020
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10773/30002 |
| Country: | Portugal |
| Oai: | oai:ria.ua.pt:10773/30002 |