rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Estimating the extremal index under m-dependence and tail balancing
  name:
    name part: Hsing, Tailen
    name part: 1955-
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Texas A & M University
    name part: Department of Statistics,
    role:
      role term: issuing body.
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: txu
    date issued: 1992
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: 28 leaves ; 28 cm
  abstract: Under m-dependence, stationarity, and tail balancing, the statistical significance and the estimation of the extremal index are studied. It is shown that the distribution of the sample maximum can be uniformly approximated given the extremal index and the marginal distribution as the sample size increases. An adaptive procedure is proposed for estimating the extremal index. The procedure is shown to be asymptotically optimal in a class of estimators. Computer simulations are performed to examine the effectiveness of the procedure for various sample sizes.
  note: by Tailen Hsing.
  note: Includes bibliographical references (leaves 27-28).
  subject:
    topic: Extreme value theory
  subject:
    topic: Estimation theory
    topic: Asymptotic theory
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Stationary sequences (Mathematics)
  subject:
    topic: Stochastic processes
  subject:
    topic: Dependence (Statistics)
  subject:
    topic: Mathematical statistics
  subject:
    topic: Statistics
    topic: Parametric inference
    topic: Asymptotic properties of estimators
  subject:
    topic: Extremal index
  subject:
    topic: M-dependence
  subject:
    topic: Adaptive estimation
  classification: QA276.A12 T4 no.179
  related item:
    title info:
      title: Technical report (Texas A & M University. Department of Statistics) ; no. 179
  record info:
    record content source: TXA
    record creation date: 180412
    record change date: 20180412091305.0
    record identifier: in00004017518
    language of cataloging:
      language term: eng