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Adaptive choice and resampling techniques in extremal index estimation. (English) Zbl 1329.62228

Kitsos, Christos P. (ed.) et al., Theory and practice of risk assessment. Proceedings of the 5th conference on risk analysis, ICRA 5, Tomar, Portugal, May 30 – June 1, 2013. Cham: Springer (ISBN 978-3-319-18028-1/pbk; 978-3-319-18029-8/ebook). Springer Proceedings in Mathematics & Statistics 136, 321-332 (2015).
MSC:  62G32 60G70 62G09
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