Improved interexceedance-times-based estimator of the extremal index using truncated distribution.
Autor: | Holešovský, Jan1 (AUTHOR) holesovsky.j@fce.vutbr.cz, Fusek, Michal2 (AUTHOR) |
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Zdroj: | Extremes. Dec2022, Vol. 25 Issue 4, p695-720. 26p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |