output
20072009
most citedEstimating the multivariate extremal index function

9 citations

researchers with a paper here
collaborating institutions
Showing 2008 · math.STShow all

1 paper · 2 filters

math.ST2008

A Sliding Blocks Estimator for the Extremal Index

Christian Y. Robert, Johan Segers, Christopher A. T. Ferro

In extreme value statistics for stationary sequences, blocks estimators are usually constructed by using disjoint blocks because exceedances over high thresholds of different block…