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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

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