The occurrence of successive extreme observations can have an impact on society. In extreme value theory there are parameters to evaluate the effect of clustering of high values, such as the extremal index. The estimation of the extremal index is a recurrent theme in the literature and there are several methodologies for this purpose. The majority of existing methods depend on two parameters whose choice affects the performance of the estimators. Here we consider a new estimator depending only on one of the parameters, thus contributing to a decrease in the degree of uncertainty. A simulation study presents motivating results. An application to financial data will also be presented.

翻译：连续的极端观察的发生可能会对社会产生影响。 在极端价值理论中,有一些参数可以用来评估高值组合(如极端指数)的影响。估计极端指数是文献中反复出现的主题,为此有几种方法。大多数现有方法取决于两种参数,其选择影响估测员的性能。在这里,我们只考虑一个仅取决于其中一种参数的新估计值,从而导致不确定性程度的下降。模拟研究提出了激励性的结果。还将提出财务数据应用。