Statistics of Extremes

Michael Falk (), Jürg Hüsler () and Rolf-Dieter Reiss ()
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Michael Falk: University of Würzburg, Institute of Mathematics
Jürg Hüsler: University of Berne, Department of Mathematical Statistics and Actuarial Science
Rolf-Dieter Reiss: University of Siegen, Department of Mathematics

Chapter Chapter 12 in Laws of Small Numbers: Extremes and Rare Events, 2011, pp 455-471 from Springer

Abstract: Abstract We use in the following the theory developed in the preceding chapters to discuss a few nonstandard applications. Of interest are here the statistical estimation of the cluster distribution and of the extremal index in a stationary situation. In the last section we treat a frost data problem which is related to an extreme value problem of a nonstationary sequence.

Keywords: Random Sequence; Threshold Temperature; Extremal Index; Daily Minimal Temperature; Cluster Size Distribution (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-0348-0009-9_12

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DOI: 10.1007/978-3-0348-0009-9_12

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