Approximate distributions of clusters of extremes
- Author
- SEGERS, Johan1 2
[1] Tilburg University, P.O. Box 90153, 5000 LE Tilburg, Netherlands
[2] Catholic University, Leuven, Belgium - Source
Statistics & probability letters. 2005, Vol 74, Num 4, pp 330-336, 7 p ; ref : 11 ref
- CODEN
- SPLTDC
- ISSN
- 0167-7152
- Scientific domain
- Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- Cluster of extremes Extremal index Maximum Stationary sequence Threshold exceedance
- Keyword (fr)
- Approximation amas Chaîne Markov Echantillonnage en grappe Fonction répartition Maximum Méthode statistique Seuil Suite stationnaire Suite variable aléatoire Théorie probabilité Indice extrême
- Keyword (en)
- Cluster approximation Markov chain Cluster sampling Distribution function Maximum Statistical method Threshold Stationary sequence Random variable sequence Probability theory Extremal index
- Keyword (es)
- Cadena Markov Muestreo en enjambre Función distribución Máximo Método estadístico Umbral Sucesión estacionaria Sucesión variable aleatoria Teoría probabilidad
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 17125357
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.spl.2005.04.054 
https://dx.doi.org/10.1016/j.spl.2005.04.054
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