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. - Basel : MDPI, ISSN 2225-1146. - Vol. 3.2015, 3, p. 633-653
|
Publisher: |
Basel : MDPI |
Subject: | asymptotic theory | clustering of extremes | extremal index | extreme value theory | order statistics |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics3030633 [DOI] 845474626 [GVK] hdl:10419/171843 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c18 ; C4 - Econometric and Statistical Methods: Special Topics |
Source: |
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A new family of consistent and asymptotically-normal estimators for the extremal index
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