Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Maria Isabel Fraga ALves"'
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
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:
Alves, I F & de Carvalho, M 2015, ' An Interview with Ivette Gomes ', Extremes, vol. 18, no. 4, pp. 563-583 . https://doi.org/10.1007/s10687-015-0223-3
Maria Ivette Gomes was born July 21, 1948 in Almada, Portugal. After obtaining a BSc in Pure Mathematics in 1970 from the University of Lisbon, Ivette moved in to the University of Sheffield where she completed her PhD in Statistics in 1978, under th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b50257b813513e83e89dd21e7adcbe8
https://www.pure.ed.ac.uk/ws/files/31035680/alves2015.pdf
https://www.pure.ed.ac.uk/ws/files/31035680/alves2015.pdf
Autor:
Maria Isabel Fraga Alves
Publikováno v:
CIM Series in Mathematical Sciences ISBN: 9783319161204
When we are dealing with meteorological data, usually one is interested in the analysis of maximal observations and records over time, since these entail negative consequences—risk events. Extreme Value Theory has proved to be a powerful and useful
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d21731757ae86985a45244af65d26dc7
https://doi.org/10.1007/978-3-319-16121-1_1
https://doi.org/10.1007/978-3-319-16121-1_1
Autor:
Maria Isabel Fraga ALves
Publikováno v:
Scopus-Elsevier
In this paper the asymptotic distributional behaviour is derived for a new estimator for the extreme value index γ of distribution, which is a combination of two estimators proposed by Weiss and Hill (Weiss, 1971, and Hill, 1975). For |γ|>1/2, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9a291044cd1f554de2adcd118f16a74e
https://doi.org/10.1007/bf02595832
https://doi.org/10.1007/bf02595832
