Estimation of the extremal index using censored distributions
DOI10.1007/S10687-020-00374-3zbMath1451.62047OpenAlexW3010046608MaRDI QIDQ83310
Jan Holešovský, Michal Fusek, Michal Fusek, Jan Holešovský
Publication date: 2 March 2020
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-020-00374-3
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: estimation (62M09) Censored data models (62N01) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Estimation in survival analysis and censored data (62N02) Statistical aspects of information-theoretic topics (62B10)
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