Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Dora Prata Gomes"'
Publikováno v:
Revstat Statistical Journal, Vol 17, Iss 2 (2019)
Extreme Value Theory has been asserting itself as one of the most important statistical theories for the applied sciences providing a solid theoretical basis for deriving statistical models describing extreme or even rare events. The efficiency of th
Externí odkaz:
https://doaj.org/article/18ff7ef4791943e2bea241f2d1a9586f
Autor:
Dora Prata Gomes, M. Manuela Neves
Publikováno v:
Data Analysis and Applications 4
Autor:
Dora Prata Gomes, Manuela Neves
When extending the analysis of the limiting behaviour of the extreme values from independent and identically distributed sequences to stationary sequences a key parameter appears, the extremal index θ, whose accurate estimation is not easy and is no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0616dfe6f91d44ac3d6feb685f99f719
https://hdl.handle.net/10400.5/24213
https://hdl.handle.net/10400.5/24213
Publikováno v:
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP
Universidade de São Paulo (USP)
instacron:USP
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::183518f3504910c7b331a6ee494c147e
Publikováno v:
AIP Conference Proceedings.
Floods are recurrent events that can have a catastrophic impact. In this work we are interested in the analysis of a data set of gauged daily flows from the Whiteadder Water river, Scotland. Using statistic techniques based on extreme value theory, w
Publikováno v:
AIP Conference Proceedings.
Human chromosomal fragile sites (CFSs) are heritable loci or regions of the human chromosomes prone to exhibit gaps, breaks and rearrangements. Determining the frequency of deletions and duplications in CFSs may contribute to explain the occurrence o
Autor:
Dora Prata Gomes, M. Manuela Neves
Publikováno v:
Procedia Environmental Sciences. 7:246-251
Spatial statistics deals with statistical methods in which spatial locations play an explicit role in the analysis of data. Spatial data are often modeled as a realization of a Gaussian process or a function of a Gaussian process. However there are e
Autor:
Dora Prata Gomes, Frederico Caeiro
Publikováno v:
AIP Conference Proceedings.
In Statistics of Extremes, the tail shape second order parameter is a relevant parameter whenever we want to improve the estimation of first order parameters. We shall consider two semi-parametric estimators of the shape second order parameter, param
Autor:
Maria Manuela Neves, Dora Prata Gomes
Publikováno v:
AIP Conference Proceedings.
Resampling methodologies have revealed recently as important tools in semi-parametric estimation of parameters in the field of extremes. Among a few parameters of interest, we are here interested in the extremal index, a measure of the degree of loca
Autor:
M. Manuela Neves, Dora Prata Gomes
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783319180281
This work deals with the application of resampling techniques together with the adaptive choice of a ‘tuning’ parameter, the block size, \(b\), to be used in the bootstrap estimation of the extremal index, that is a key parameter in extreme value
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::75bd7c876fd2253a9266b05d58b9696b
https://doi.org/10.1007/978-3-319-18029-8_24
https://doi.org/10.1007/978-3-319-18029-8_24