Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Reference31 articles.
1. Ancona-Navarrete, M.A., Tawn, J.A.: A comparison of methods for estimating the extremal index. Extremes 3(1), 5–38 (2000)
2. Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J.: Statistics of Extremes: Theory and Applications. Wiley, Chichester (2004)
3. Canty, A., Ripley, B.D.: boot: Bootstrap R (S-Plus) functions, R package version 1. 3–11 (2014)
4. Chandler, R.E., Bate, S.B.: Inference for clustered data using the independence loglikelihood. Biometrika 94(1), 167–183 (2007)
5. Chavez-Demoulin, V., Davison, A.C.: Modelling time series extremes. REVSTAT - Stat. J. 10(1), 109–133 (2012)
Cited by
37 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. SPECIAL ISSUE LinStat: a new proposal for robust estimation of the extremal index;Journal of Statistical Computation and Simulation;2024-02-28
2. Statistics for heteroscedastic time series extremes;Bernoulli;2024-02-01
3. Clusters of Extremes;Springer Series in Operations Research and Financial Engineering;2024
4. Threshold selection for extremal index estimation;Journal of Nonparametric Statistics;2023-10-13
5. Extremal index: estimation and resampling;Computational Statistics;2023-09-07