Please use this identifier to cite or link to this item: http://hdl.handle.net/10773/35435
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dc.contributor.authorMiranda, Manuela Souto dept_PT
dc.contributor.authorMiranda, M. Cristinapt_PT
dc.contributor.authorGomes, Maria Ivettept_PT
dc.date.accessioned2022-12-14T15:59:05Z-
dc.date.available2022-12-14T15:59:05Z-
dc.date.issued2022-11-29-
dc.identifier.isbn978-3-031-12765-6pt_PT
dc.identifier.urihttp://hdl.handle.net/10773/35435-
dc.description.abstractIn statistical extreme value theory, the occurrence of clusters of exceedances above a high threshold is related to the extremal index (EI), when that parameter exists. In such cases, the EI represents the reciprocal of the mean cluster dimension in the limit distribution. The set of observed cluster sizes may contain too many zeroes, depending on the scheme used in the identification of the clusters and posterior estimation process, as it happens with the Blocks estimator. We consider the estimation of the mean cluster size by modelling the clusters dimension with a hurdle zero truncated Poisson regression model. The goal is to find a robust estimator with a good performance along increasing quantiles and computationally user friendly. The paper highlights the importance of the last question also, since many statisticians use or do not use some methods, depending on the free software devoted to the method and respective confidence in their optimization procedures and results. A simulation study explores and compares different proposals.pt_PT
dc.language.isoengpt_PT
dc.publisherSpringer, Champt_PT
dc.relationinfo:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDB%2F04106%2F2020/PTpt_PT
dc.relationinfo:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDP%2F04106%2F2020/PTpt_PT
dc.rightsrestrictedAccesspt_PT
dc.subjectBlocks estimatorpt_PT
dc.subjectExtremal indexpt_PT
dc.subjectHurdle modelpt_PT
dc.subjectRobustnesspt_PT
dc.titleA robust hurdle poisson model in the estimation of the extremal indexpt_PT
dc.typebookPartpt_PT
dc.description.versionpublishedpt_PT
dc.peerreviewedyespt_PT
degois.publication.firstPage15pt_PT
degois.publication.lastPage28pt_PT
degois.publication.titleRecent developments in statistics and data sciencept_PT
dc.relation.publisherversionhttps://link.springer.com/chapter/10.1007/978-3-031-12766-3_2#citeaspt_PT
dc.identifier.doi10.1007/978-3-031-12766-3pt_PT
dc.identifier.esbn978-3-031-12766-3pt_PT
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PSG - Capítulo de livro

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