Improved estimation for temporally clustered extremes

Environmetrics

Volumn 18, Issue 2, 2007, Pages 173-188

  Fawcett, Lee ^a   Walshaw, David ^a  

^a NEWCASTLE UNIVERSITY   (United Kingdom)

Author keywords

Clusters; Extreme value theory; Peaks over thresholds; Return levels; Sea surges; Temporal dependence

Indexed keywords

CLUSTER ANALYSIS; ERROR ANALYSIS; ESTIMATION METHOD; MAXIMUM LIKELIHOOD ANALYSIS; SAMPLING BIAS; SEA LEVEL; SIMULATION; THRESHOLD;

ENGLAND; EURASIA; EUROPE; UNITED KINGDOM; WESTERN EUROPE;

EID: 33947182886     PISSN: 11804009     EISSN: 1099095X     Source Type: Journal    
DOI: 10.1002/env.810     Document Type: Article

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