On blocks and runs estimators of extremal index
Article
Weissman, I. and Novak, S. 1998. On blocks and runs estimators of extremal index. Journal of Statistical Planning and Inference. 66 (2), pp. 281-288. https://doi.org/10.1016/S0378-3758(97)00095-5
Type | Article |
---|---|
Title | On blocks and runs estimators of extremal index |
Authors | Weissman, I. and Novak, S. |
Abstract | Given a sample from a stationary sequence of random variables, we study the blocks and runs estimators of the extremal index. |
Publisher | Elsevier |
Journal | Journal of Statistical Planning and Inference |
ISSN | 0378-3758 |
Publication dates | |
01 Mar 1998 | |
Online | 19 Jun 1998 |
Publication process dates | |
Deposited | 19 Oct 2016 |
Accepted | 01 Dec 1996 |
Output status | Published |
Additional information | Weissman I. and Novak S.Y. (1998) On blocks and runs estimators of extremal index. – J. Statist. Planning Inference, v. 66, No 2, 281–288. |
Digital Object Identifier (DOI) | https://doi.org/10.1016/S0378-3758(97)00095-5 |
Language | English |
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