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http://hdl.handle.net/10773/30002
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DC Field | Value | Language |
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dc.contributor.author | Gomes, M. Ivette | pt_PT |
dc.contributor.author | Miranda, M. Cristina | pt_PT |
dc.contributor.author | Miranda, Manuela Souto de | pt_PT |
dc.date.accessioned | 2020-12-11T14:41:17Z | - |
dc.date.available | 2020-12-11T14:41:17Z | - |
dc.date.issued | 2020-12 | - |
dc.identifier.isbn | 978-3-030-57305-8 | pt_PT |
dc.identifier.uri | http://hdl.handle.net/10773/30002 | - |
dc.description.abstract | Many examples in the most diverse fields of application show the need for statistical methods of analysis of extremes of dependent data. A crucial issue that appears when there is dependency is the reliable estimation of the extremal index (EI), a parameter related to the clustering of large events. The most popular EI-estimators, like the blocks’ EI-estimators, are very sensitive to anomalous cluster sizes and exhibit a high bias. The need for robust versions of such EI-estimators is the main topic under discussion in this paper. | pt_PT |
dc.language.iso | eng | pt_PT |
dc.publisher | Springer | pt_PT |
dc.relation | UID/MAT/00006/2019 | pt_PT |
dc.relation | UID/MAT/04106/2019 | pt_PT |
dc.rights | restrictedAccess | pt_PT |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | pt_PT |
dc.subject | Dependent sequences | pt_PT |
dc.subject | Monte-Carlo simulation | pt_PT |
dc.subject | Robust semi-parametric estimation | pt_PT |
dc.subject | Statistics of extremes | pt_PT |
dc.title | A note on robust estimation of the extremal index | pt_PT |
dc.type | bookPart | pt_PT |
dc.description.version | published | pt_PT |
dc.peerreviewed | yes | pt_PT |
degois.publication.firstPage | 213 | pt_PT |
degois.publication.lastPage | 225 | pt_PT |
degois.publication.location | Suíça | pt_PT |
degois.publication.title | Nonparametric Statistics | pt_PT |
dc.identifier.doi | 10.1007/978-3-030-57306-5_20 | pt_PT |
dc.identifier.esbn | 978-3-030-57306-5 | pt_PT |
Appears in Collections: | ISCA-UA - Capítulo de livro CIDMA - Capítulo de livro PSG - Capítulo de livro |
Files in This Item:
File | Description | Size | Format | |
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A note on robust estimation of the extremal index.pdf | 402.09 kB | Adobe PDF |
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