Extremal Events
Mostrando 1-2 de 2 artigos, teses e dissertações.
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1. Modelagem estatística de extremos espaciais com base em processos max-stable aplicados a dados meteorológicos no estado do Paraná / Statistical modelling of spatial extremes based on max-stable processes applied to environmental data in the Parana State
The most mathematical models developed for rare events are based on probabilistic models for extremes. Although the tools for statistical modeling of univariate and multivariate extremes are well-developed, the extension of these tools to model spatial extremes data is currently a very active area of research. Modeling of maximum values under the spatial dom
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 09/08/2012
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2. Confidence intervals for high quantiles from heavy-tailed distributions. / Intervalos de confiança para altos quantis oriundos de distribuições de caudas pesadas
In this work, confidence intervals for high quantiles from heavy-tailed distributions were computed. More specifically, four methods, namely, normal approximation method, likelihood ratio method, data tilting method and generalised gamma method are used. A simulation study with data generated from Weibull distribution has shown that the generalised gamma met
Publicado em: 2009