Zobrazeno 1 - 10
of 34
pro vyhledávání: '"M. Manuela Neves"'
Publikováno v:
Applied Sciences, Vol 14, Iss 19, p 8671 (2024)
The field of statistical extreme value theory (EVT) focuses on estimating parameters associated with extreme events, such as the probability of exceeding a high threshold or determining a high quantile that lies at or beyond the observed data range.
Externí odkaz:
https://doaj.org/article/232b72af7d224f63ab8cc87f3ec31e02
Publikováno v:
Revstat Statistical Journal, Vol 18, Iss 3 (2020)
Lehmer’s mean-of-order p (Lp) generalizes the arithmetic mean, and Lp extreme value index (EVI)-estimators can be easily built, as a generalization of the classical Hill EVI-estimators. Apart from a reference to the asymptotic behaviour of this cla
Externí odkaz:
https://doaj.org/article/3026a6adadec4ee4802f2bb1f0702460
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
Publikováno v:
Revstat Statistical Journal, Vol 14, Iss 2 (2016)
Extreme value theory is dedicated to characterise the behaviour of the extreme observations. The interest is then focused in the tails of the underlying distribution. It is important to test for the adequate shape of the tail, because it influences t
Externí odkaz:
https://doaj.org/article/3f755f077f4b416c810b109f122acfe2
Autor:
Clara Cordeiro, M. Manuela Neves
Publikováno v:
Revstat Statistical Journal, Vol 7, Iss 2 (2009)
To forecast future values of a time series is one of the main goals in times series analysis. Many forecasting methods have been developed and its performance evaluated. In order to make a selection among an avalanche of such emerging methods they ha
Externí odkaz:
https://doaj.org/article/98f2aa290c15461eb456ed2e6f5b9f13
Publikováno v:
Revstat Statistical Journal, Vol 5, Iss 2 (2007)
Classical extreme value index estimators are known to be quite sensitive to the number k of top order statistics used in the estimation. The recently developed second order reduced-bias estimators show much less sensitivity to changes in k. Here, we
Externí odkaz:
https://doaj.org/article/2d418f756f584151bd88ef58b74df1ee
Publikováno v:
J Appl Stat
The main objective of extreme value theory is essentially the estimation of quantities related to extreme events. One of its main issues has been the estimation of the extreme value index (EVI), a parameter directly related to the tail weight of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=pmid________::f1f5f43655e96d306602c2de320475c0
https://pubmed.ncbi.nlm.nih.gov/35707413
https://pubmed.ncbi.nlm.nih.gov/35707413
Autor:
Dora Prata Gomes, M. Manuela Neves
Publikováno v:
Data Analysis and Applications 4
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99f14b80cac1ccc52072a80e9906bda4
https://doi.org/10.1002/9781119721611.ch6
https://doi.org/10.1002/9781119721611.ch6
Publikováno v:
Journal of Applied Statistics. 47:2825-2845
The main objective of extreme value theory is essentially the estimation of quantities related to extreme events. One of its main issues has been the estimation of the extreme value index (EVI), a ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9428e2c4404c7edf6c03eaddf1aca3b4
https://doi.org/10.1080/02664763.2019.1694871
https://doi.org/10.1080/02664763.2019.1694871
Autor:
D. Prata Gomes, M. Manuela Neves
Publikováno v:
J Appl Stat
The main objective of Statistics of Extremes is the estimation of probabilities of rare events. When extending the analysis of the limiting behaviour of the extreme values from independent and identically distributed sequences to stationary sequences
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22c4268ca2546736a28921ef85b2ab62
https://europepmc.org/articles/PMC9041850/
https://europepmc.org/articles/PMC9041850/
