Article ID Journal Published Year Pages File Type
1154039 Statistics & Probability Letters 2008 4 Pages PDF
Abstract

We present local dependence conditions for stationary random fields under which the extremal index and the asymptotic distribution of the maximum M(n1,…,nd)M(n1,…,nd) can be calculated from the joint distribution of a finite number s1s2s1s2 of variables.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
, ,