Capacities associated to the Siciak extremal function
S. Kołodziej (1989)
Annales Polonici Mathematici
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S. Kołodziej (1989)
Annales Polonici Mathematici
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J. Zamorski (1958-1959)
Annales Polonici Mathematici
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W. Janowski (1970)
Annales Polonici Mathematici
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E. T. Davies (1972)
Colloquium Mathematicae
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S. R. Kulkarni, M. K. Aouf, S. B. Joshi (1994)
Matematički Vesnik
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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...
Kazimierz Włodarczyk (1985)
Annales Polonici Mathematici
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Siegfried Helbig (1988)
Commentationes Mathematicae Universitatis Carolinae
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B. Platynowicz (1984)
Matematički Vesnik
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Iovanov, Miodrag (2004)
Acta Universitatis Apulensis. Mathematics - Informatics
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