A Robust Hurdle Poisson Model in the Estimation of the Extremal Index
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-12766-3_2
Reference20 articles.
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3. Ferreira, H., Ferreira, M.: Estimating the extremal index through local dependence. Annales de l’Institut Henri Poincaré-Probabilités et Statistiques 54, 587–605 (2018)
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5. Ferro, C.A.T., Segers, J.: Inference for clusters of extreme values. J. R. Stat. Soc. Ser. B 65(2), 545–556 (2003)
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1. SPECIAL ISSUE LinStat: a new proposal for robust estimation of the extremal index;Journal of Statistical Computation and Simulation;2024-02-28
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