Estimating the Extremal Index

JOURNAL ARTICLE published 1 September 1994 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Richard L. Smith | Ishay Weissman

Estimating the multivariate extremal index function

JOURNAL ARTICLE published 1 November 2008 in Bernoulli

Authors: Christian Y. Robert

A study of the jackknife method in the estimation of the extremal index

JOURNAL ARTICLE published September 2016 in South African Statistical Journal

Authors: Marta Ferreira

Multivariate extremal processes generated by independent non-identically distributed random variables

JOURNAL ARTICLE published September 1975 in Journal of Applied Probability

Authors: Ishay Weissman

Multivariate extremal processes generated by independent non-identically distributed random variables

JOURNAL ARTICLE published September 1975 in Journal of Applied Probability

Authors: Ishay Weissman

Selection Index Estimation from Partial Multivariate Normal Data

JOURNAL ARTICLE published December 1970 in Biometrics

Authors: W. B. Smith | R. C. Pfaffenberger

Extremal index: estimation and resampling

JOURNAL ARTICLE published 7 September 2023 in Computational Statistics

Research funded by Fundação para a Ciência e a Tecnologia (UIDB/00013/2020, UIDP/00013/2020, UIDB/00006/2020)

Authors: Marta Ferreira

The multivariate extremal index and the dependence structure of a multivariate extreme value distribution

JOURNAL ARTICLE published December 2005 in TEST

Authors: A. P. Martins | H. Ferreira

Intercomparison of Parameter Estimation Methods in Extremal Wave Analysis

PROCEEDINGS ARTICLE published 5 August 1997 in Coastal Engineering 1996

Authors: Masataka Yamaguchi

Capturing the multivariate extremal index: bounds and interconnections

JOURNAL ARTICLE published December 2008 in Extremes

Authors: Andree Ehlert | Martin Schlather

Multivariate Locally Weighted Polynomial Fitting and Partial Derivative Estimation

JOURNAL ARTICLE published November 1996 in Journal of Multivariate Analysis

Authors: Zhan-Qian Lu

Author Index for Volume 57

JOURNAL ARTICLE published May 1996 in Journal of Multivariate Analysis

Author Index for Volume 58

JOURNAL ARTICLE published August 1996 in Journal of Multivariate Analysis

Author Index for Volume 56

JOURNAL ARTICLE published February 1996 in Journal of Multivariate Analysis

Author Index for Volume 59

JOURNAL ARTICLE published November 1996 in Journal of Multivariate Analysis

The extremal index and clustering of high values for derived stationary sequences

JOURNAL ARTICLE published December 1995 in Journal of Applied Probability

Authors: Ishay Weissman | Uri Cohen

Computer intensive methods for improving the extremal index estimation

PROCEEDINGS ARTICLE published 2015 in AIP Conference Proceedings

Authors: Dora Prata Gomes | Maria Manuela Neves

Likelihood estimation of the extremal index

JOURNAL ARTICLE published 12 August 2007 in Extremes

Authors: Mária Süveges

On blocks and runs estimators of the extremal index

JOURNAL ARTICLE published March 1998 in Journal of Statistical Planning and Inference

Authors: I. Weissman | S.Yu. Novak

Decomposition for multivariate extremal processes

JOURNAL ARTICLE published January 1996 in Communications in Statistics - Theory and Methods

Authors: A.A. Balkema | E.I. Pancheva