An efficient semiparametric maxima estimator of the extremal index

Nonparametric Econometrics: ThenpPackage

(2015) Tristen Hayfield et al.   Journal of Statistical Software

Automatic declustering of rare events

(2013) C. Y. Robert   BIOMETRIKA

Estimating return levels from serially dependent extremes

(2012) Lee Fawcett et al.   ENVIRONMETRICS

Model misspecification in peaks over threshold analysis

(2010) Mária Süveges et al.   Annals of Applied Statistics

Inference for the limiting cluster size distribution of extreme values

(2009) Christian Y. Robert   ANNALS OF STATISTICS

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

(2009) Andrew Patton et al.   Econometric Reviews

A sliding blocks estimator for the extremal index

(2009) Christian Y. Robert et al.   Electronic Journal of Statistics