Abstract
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.
Details
Title
Likelihood estimation of the extremal index
Author(s)
Suveges, Maria
Conference
Extreme-Value Analysis, Bern, Switzerland, 23-27 July 2007
Date
2007
Keywords
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
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Presentations & Talks
Work produced at EPFL
Published
Record creation date
2007-11-02