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Statistics of Extremes

In: Laws of Small Numbers: Extremes and Rare Events

Author

Listed:
  • Michael Falk

    (University of Würzburg, Institute of Applied Mathematics and Statistics)

  • Rolf-Dieter Reiss

    (University of Siegen, Department of Mathematics)

  • Jürg Hüsler

    (University of Berne, Department of Mathematical Statistics and Actuarial Science)

Abstract

We use in the following the theory developed in the preceding chapters to discuss a few nonstandard applications. Of interest are here the statistical estimation of the cluster distribution and of the extremal index in a stationary situation. In the last section we treat a frost data problem which is related to an extreme value problem of a nonstationary sequence.

Suggested Citation

  • Michael Falk & Rolf-Dieter Reiss & Jürg Hüsler, 2004. "Statistics of Extremes," Springer Books, in: Laws of Small Numbers: Extremes and Rare Events, edition 0, chapter 0, pages 329-345, Springer.
    • Handle: RePEc:spr:sprchp:978-3-0348-7791-6_12
    DOI: 10.1007/978-3-0348-7791-6_12
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