Reduced Bias and Threshold Choice in the Extremal Index Estimation through Resampling Techniques

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Statistics and Risk Management

Proceedings Paper
Gomes,DP;Neves,M
11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013)
11th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM)
AIP Conference Proceedings
2013
1558

805-808
10.1063/1.4825617

Reduced Bias and Threshold Choice in the Extremal Index Estimation through Resampling Techniques

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