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Likelihood estimation of the extremal index
Suveges, Maria
2007
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Abstract
A new likelihood method to estimate the extremal index, together with an application to temperature data, is presented. Conditions for the validity of the model are discussed and diagnostics are proposed.
Details
Title
Likelihood estimation of the extremal index
Author(s)
Suveges, Maria
Conference
Statistics of Extremes and Environmental Risk, Lisbon, Portugal, 14-18 February 2007
Date
2007
Keywords
Central England temperature data
;
Clusters
;
Diagnostic
;
Extremal index
;
Extreme value theory
;
Gaps
;
Local likelihood
Laboratories
STAT
Record Appears in
Scientific production and competences
>
SB - School of Basic Sciences
>
MATH - Institute of Mathematics
>
STAT - Chair of Statistics
Scientific production and competences
>
SB - School of Basic Sciences
>
Mathematics
Presentations & Talks
Work produced at EPFL
Published
Record creation date
2007-11-02
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