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Laws of Small Numbers: Extremes and Rare Events pp 455–471Cite as

Statistics of Extremes

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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.

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Author information

Authors and Affiliations

  1. Institute of Mathematics, University of Würzburg, Am Hubland, 97074, Würzburg, Germany

    Michael Falk

  2. Department of Mathematical Statistics and Actuarial Science, University of Berne, Sidlerstrasse 5, 3012, Bern, Switzerland

    Jürg Hüsler

  3. Department of Mathematics, University of Siegen, Walter Flex Str. 3, 57068, Siegen, Germany

    Rolf-Dieter Reiss

Authors
  1. Michael Falk
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  2. Jürg Hüsler
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  3. Rolf-Dieter Reiss
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Correspondence to Michael Falk .

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Falk, M., Hüsler, J., Reiss, RD. (2011). Statistics of Extremes. In: Laws of Small Numbers: Extremes and Rare Events. Springer, Basel. https://doi.org/10.1007/978-3-0348-0009-9_12

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