Related papers: A Sliding Blocks Estimator for the Extremal Index
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Clustering of extreme events can have profound and detrimental societal consequences. The extremal index, a number in the unit interval, is a key parameter in modelling the clustering of extremes. The study of extremal index often assumes a…
The conditional extremes (CE) framework has proven useful for analysing the joint tail behaviour of random vectors. However, when applied across many locations or variables, it can be difficult to interpret or compare the resulting extremal…
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