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conference presentation
Likelihood estimation of the extremal index
2007
The extension of the likelihood method of Süveges (Extremes, 2007) is presented. The extension allows for finding independent clusters of extreme events and determining the range of dependence on extremal levels, and estimate clustering characteristic of these events.
Type
conference presentation
Authors
Publication date
2007
EPFL units
Event name | Event place | Event date |
Bern, Switzerland | 23-27 July 2007 | |
Available on Infoscience
November 2, 2007
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