SPECIAL ISSUE LinStat: a new proposal for robust estimation of the extremal index

IF 1.1 4区数学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS

Journal of Statistical Computation and Simulation Pub Date : 2024-02-28 DOI:10.1080/00949655.2023.2300700

M. Cristina Miranda, Manuela Souto de Miranda, M. Ivette Gomes

引用次数: 0

Abstract

The extremal index (EI) is a parameter defined in the framework of extreme value theory, which measures the degree of dependence among exceedances above high fixed thresholds. When the EI exists an...

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特刊 LinStat：稳健估计极值指数的新建议

极值指数（EI）是在极值理论框架内定义的一个参数，用于衡量超过固定临界值的超差之间的依赖程度。当 EI 存在时，...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Statistical Computation and Simulation 数学-计算机：跨学科应用

CiteScore

2.30

自引率

8.30%

发文量

156

审稿时长

4-8 weeks

期刊介绍： Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer. Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems. JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented. Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.