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Pregled bibliografske jedinice broj: 620430

Tail index estimation for stationary spatial data


Tafro, Azra
Tail index estimation for stationary spatial data // Proceedings of the 17th European Young Statisticians Meeting / Canas Rodrigues, Paulo (ur.).
Lisabon: Faculdade de Ciencias e Tecnologia, 2011. str. 235-239 (predavanje, nije recenziran, cjeloviti rad (in extenso), znanstveni)


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Naslov
Tail index estimation for stationary spatial data

Autori
Tafro, Azra

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 17th European Young Statisticians Meeting / Canas Rodrigues, Paulo - Lisabon : Faculdade de Ciencias e Tecnologia, 2011, 235-239

ISBN
978-972-8893-27-9

Skup
17th European Young Statistician Meeting

Mjesto i datum
Lisabon, Portugal, 5.-9.11.2011

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Nije recenziran

Ključne riječi
Regular variation; Point processes; Extreme value theory

Sažetak
Hill estimator for the tail index of regularly varying data is extensively studied in the statistics literature. Its consistency has been established in various settings, including that of dependent sequences of random variables. Building on their results, we show that the Hill estimator is consistent also when applied to stationary spatial lattice models under suitable conditions. We further show how these conditions can be checked in the case of spatial moving averages and moving maxima with regularly varying noise. Based on joint work with Bojan Basrak.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA


Projekti:
037-0372790-2800 - Statistička analiza slučajnih modela i primjene (Huzak, Miljenko, MZOS ) ( POIROT)

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb

Profili:

Avatar Url Azra Tafro (autor)

Citiraj ovu publikaciju

Tafro, Azra
Tail index estimation for stationary spatial data // Proceedings of the 17th European Young Statisticians Meeting / Canas Rodrigues, Paulo (ur.).
Lisabon: Faculdade de Ciencias e Tecnologia, 2011. str. 235-239 (predavanje, nije recenziran, cjeloviti rad (in extenso), znanstveni)
Tafro, A. (2011) Tail index estimation for stationary spatial data. U: Canas Rodrigues, P. (ur.)Proceedings of the 17th European Young Statisticians Meeting.
@article{article, author = {Tafro, A.}, editor = {Canas Rodrigues, P.}, year = {2011}, pages = {235-239}, keywords = {Regular variation, Point processes, Extreme value theory}, isbn = {978-972-8893-27-9}, title = {Tail index estimation for stationary spatial data}, keyword = {Regular variation, Point processes, Extreme value theory}, publisher = {Faculdade de Ciencias e Tecnologia}, publisherplace = {Lisabon, Portugal} }




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