A new family of consistent and asymptotically-normal estimators for the extremal index
Year of publication: |
2015
|
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Authors: | Olmo, Jose |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 3.2015, 3, p. 633-653
|
Subject: | asymptotic theory | clustering of extremes | extremal index | extreme value theory | order statistics | Ausreißer | Outliers | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics3030633 [DOI] hdl:10419/171843 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c18 ; C4 - Econometric and Statistical Methods: Special Topics |
Source: | ECONIS - Online Catalogue of the ZBW |
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