Registro:

Referencias:

• Behrens, C., Lopes, H., Gamerman, D., Bayesian analysis of extreme events with threshold estimation (2004) Stat Model, 4, pp. 227-244
• Beirlant, J., Joossens, E., Segers, J., Discussion of "generalized Pareto fit to the society of actuaries' large claims database" by A. Cebrian, M. Denuit and P. Lambert (2004) N Am Actuar J, 8, pp. 108-111
• Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J., (2004) Statistics of Extremes-Theory and Applications, , New York: Wiley
• Beirlant, J., Vynckier, P., Teugels, J.L., Excess functions and estimation of the extreme-value index (1996) Bernoulli, 2, pp. 293-318
• Cabras, S., Morales, J., Extreme value analysis within a parametric outlier detection (2007) Appl Stoch Models Bus Ind, 23, pp. 157-164
• Coles, S.G., Tawn, J.A., Statistical methods for multivariate extremes: an application to structural design (1994) Appl Stat, 43, pp. 1-48
• Coles, S.G., Tawn, J.A., A Bayesian analysis of extreme rainfall data (1996) Appl Stat, 45 (4), pp. 463-478
• Coles, S.G., Powell, E.A., Bayesian methods in extreme value modelling: a review and new developments (1996) Int Stat Rev, 64 (1), pp. 119-136
• Coles, S., (2001) An Introduction to Statistical Modeling of Extreme Values, , Berlin: Springer
• Davison, A.C., Smith, R.L., Models for exceedances over high thresholds (1990) J R Stat Soc B, 52 (3), pp. 393-442
• Drees, H., Kaufmann, E., Selecting the optimal sample fraction in univariate exteme value estimations (1998) Stoch Process Their Appl, 75, pp. 149-172
• DuMouchel, W.H., Estimating the stable index α in order to measure tail thickness: a critique (1983) Ann Stat, 11 (4), pp. 1019-1031
• Embrechts, P., Klüppelberg, C., Mikosch, T., (1997) Modelling Extremal Events for Insurance and Finance, , New York: Springer
• Frigessi, A., Haug, O., Rue, H., Tail estimation with generalized Pareto distribution without threshold selection (2003) Extremes, 5 (3), pp. 219-236
• Givens, G., Hoeting, J., (2005) Computational Statistics, , New York: Wiley
• Gomes, M.I., Oliveira, O., The bootstrap methodology in statistics of extremes-choice of the optimal sample fraction (2001) Extremes, 4, pp. 331-358
• Guillou, A., Hall, P., A diagnostic for selecting the threshold in extreme value analysis (2001) J R Stat Soc Ser B, 63, pp. 293-305
• Hill, B., A simple general approach to inference about the tail of a distribution (1975) Ann Stat, 3, pp. 1163-1174
• Hall, P., Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (1990) J Multivar Anal, 32, pp. 177-203
• Härdle, W., (1991) Applied Nonparametric Regression, , Econometric Society Monographs
• MacDonald, A., Scarrott, C., Lee, D., Darlow, B., Reale, M., Russell, G., A flexible extreme value mixture model (2011) Comput Stat Data Anal, 55, pp. 2137-2157
• Mc Neil, A., (2011) Evir: Extreme values, , in R. S original (Evis) by Alexander Mc Neil and R Port by Alec Stephenson
• Parzen, E., On estimation of a probability density function and mode (1962) Ann Math Stat, 33, pp. 1065-1076
• Pickands, J., Statistical inference using extreme order statistics (1975) Ann Stat, 3, pp. 119-131
• Rosenblatt, M., Remarks on some nonparametric estimates of a density function (1956) Ann Math Stat, 27, pp. 832-837
• Sheater, S., Density estimation (2004) Stat Sci, 19 (4), pp. 588-597
• Smith, R., Estimating tails of probability distributions (1987) Ann Stat, 15, pp. 1174-1207
• Wong, T., Li, W., A thereshold approach for peaks-over-threshold modeling using maximum product of spacings (2010) Stat Sinica, 20, pp. 1257-1272

Citas:

---------- APA ----------

---------- CHICAGO ----------

---------- MLA ----------

---------- VANCOUVER ----------