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Functionals of Clusters of Extremes

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  • Segers, J.J.J.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Segers, J.J.J., 2003. "Functionals of Clusters of Extremes," Discussion Paper 2003-48, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:948d700b-a923-4068-b4ad-3df2968bd139
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/545441/48.pdf
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    Cited by:

    1. Segers, J.J.J., 2003. "Approximate Distributions of Clusters of Extremes," Other publications TiSEM 443e619d-453d-4a3c-b2f3-5, Tilburg University, School of Economics and Management.
    2. Robert, C.Y., 2010. "On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring," Statistics & Probability Letters, Elsevier, vol. 80(2), pages 134-142, January.
    3. Segers, J.J.J., 2003. "Approximate Distributions of Clusters of Extremes," Discussion Paper 2003-91, Tilburg University, Center for Economic Research.
    4. Hugo C. Winter & Jonathan A. Tawn, 2016. "Modelling heatwaves in central France: a case-study in extremal dependence," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(3), pages 345-365, April.
    5. José G. Gómez-García & Christophe Chesneau, 2021. "A Dependent Lindeberg Central Limit Theorem for Cluster Functionals on Stationary Random Fields," Mathematics, MDPI, vol. 9(3), pages 1-14, January.
    6. Segers, Johan, 2005. "Approximate distributions of clusters of extremes," Statistics & Probability Letters, Elsevier, vol. 74(4), pages 330-336, October.

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