Displaying similar documents to “A simple proof of the uniqueness of the extremal measure”

Extreme positive definite double sequences which are not moment sequences.

Torben Maack Bisgaard (2003)

Collectanea Mathematica

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From the fact that the two-dimensional moment problem is not always solvable, we can deduce that there must be extreme ray generators of the cone of positive definite double sequences which are nor moment sequences. Such an argument does not lead to specific examples. In this paper it is shown how specific examples can be constructed if one is given an example of an N-extremal indeterminate measure in the one-dimensional moment problem (such examples exist in the literature). Konrad...

Estimating the extremal index through the tail dependence concept

Marta Ferreira (2015)

Discussiones Mathematicae Probability and Statistics

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The extremal index Θ is an important parameter in extreme value analysis when extending results from independent and identically distributed sequences to stationary ones. A connection between the extremal index and the tail dependence coefficient allows the introduction of new estimators. The proposed ones are easy to compute and we analyze their performance through a simulation study. Comparisons with other existing methods are also presented. Case studies within environment are considered...