Automatic declustering of rare events

DOI10.1093/BIOMET/AST013MaRDI QIDQ5411059zbMATH OpenOpenAlexFDO

Authors C. Y. Robert

Publication date 22 April 2014

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/504c920eb8d5c3b0361858d98b4290acad7e4e86

zbMATH Keywords

cluster size distributiondeclusteringempirical likelihoodextremal indexrare events

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cited in

(7)

• An efficient semiparametric maxima estimator of the extremal index
• Clusters of extremes: modeling and examples
• Maxima and sums of non-stationary random length sequences
• Bayesian uncertainty management in temporal dependence of extremes
• Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution
• A nonparametric index for determining the numbers of events in clusters
• DATA CRYSTALLIZATION: CHANCE DISCOVERY EXTENDED FOR DEALING WITH UNOBSERVABLE EVENTS

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