Inference for Clusters of Extreme Values
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Publication:4665873
DOI10.1111/1467-9868.00401zbMath1065.62091OpenAlexW2119833226MaRDI QIDQ4665873
Christopher A. T. Ferro, Johan Segers
Publication date: 11 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00401
Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Statistics of extreme values; tail inference (62G32)
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