Pregled bibliografske jedinice broj: 620430
Tail index estimation for stationary spatial data
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)
CROSBI ID: 620430 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
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, 05.11.2011. - 09.11.2011
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 ) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb
Profili:
Azra Tafro
(autor)
