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of 70
pro vyhledávání: '"Isabel Fraga Alves"'
Autor:
Isabel Fraga Alves, Giovani L. Silva
Publikováno v:
Revstat Statistical Journal, Vol 20, Iss 3 (2022)
Externí odkaz:
https://doaj.org/article/c71a9c6d32564765be85d1559c03d060
Akademický článek
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Publikováno v:
Revstat Statistical Journal, Vol 12, Iss 3 (2014)
In this paper we study, under a semi-parametric framework and for heavy right tails, a class of location invariant estimators of a shape second-order parameter, ruling the rate of convergence of the normalised sequence of maximum values to a non-dege
Externí odkaz:
https://doaj.org/article/011853796d614409832aecdb22385ee8
Publikováno v:
Encyclopedia of Mathematical Geosciences ISBN: 9783030260507
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25cd93f698fcb7719d9ece608f601935
https://doi.org/10.1007/978-3-030-26050-7_454-1
https://doi.org/10.1007/978-3-030-26050-7_454-1
Autor:
Cláudia Neves, M. Isabel Fraga Alves
Publikováno v:
Revstat Statistical Journal, Vol 6, Iss 1 (2008)
The aim of this paper is to give a brief overview about several tests published in the context of statistical choice of extreme value domains and for assessing extreme value conditions. Some of the most recent testing procedures encompassed in this f
Externí odkaz:
https://doaj.org/article/25378dfcd9034a04b148d52e9e4096a9
A Note on Second Order Conditions in Extreme Value Theory: Linking General and Heavy Tail Conditions
Publikováno v:
Revstat Statistical Journal, Vol 5, Iss 3 (2007)
Second order conditions ruling the rate of convergence in any first order condition involving regular variation and assuring a unified extreme value limiting distribution function for the sequence of maximum values, linearly normalized, have appeared
Externí odkaz:
https://doaj.org/article/a6a83f59b5fa4287b3d340a48dbc3a9b
Publikováno v:
Revstat Statistical Journal, Vol 4, Iss 3 (2006)
In this paper we present a class of semi-parametric high quantile estimators which enjoy a desirable property in the presence of linear transformations of the data. Such a feature is in accordance with the empirical counterpart of the theoretical lin
Externí odkaz:
https://doaj.org/article/9705a3c9c935483a979fbe9df8a758cb
Publikováno v:
Revstat Statistical Journal, Vol 4, Iss 2 (2006)
In this paper, and in a context of regularly varying tails, we suggest new tail index estimators, which provide interesting alternatives to the classical Hill estimator of the tail index γ. They incorporate some extra knowledge on the pattern of sca
Externí odkaz:
https://doaj.org/article/989f9963210c42a78bc2271a25e8108f
In extreme value analysis, sensitivity of inference to the definition of extreme event is a paramount issue. Under the peaks-over-threshold (POT) approach, this translates directly into the need of fitting a Generalized Pareto distribution to observa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7ac48b49503957f41ddc2a6cd3c13df
http://arxiv.org/abs/1905.08726
http://arxiv.org/abs/1905.08726
Publikováno v:
Extremes. 19:429-462
In extreme value analysis, natural upper bounds can appear that truncate the probability tail. At other instances ultimately at the largest data, deviations from a Pareto tail behaviour become apparent. This matter is especially important when extrap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d53f9bb03a872e961e7597a9047f836f
https://doi.org/10.1007/s10687-016-0247-3
https://doi.org/10.1007/s10687-016-0247-3