Tail index estimation for stationary spatial data (CROSBI ID 594912)
Prilog sa skupa u zborniku | izvorni znanstveni rad
Podaci o odgovornosti
Tafro, Azra
engleski
Tail index estimation for stationary spatial data
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.
Regular variation; Point processes; Extreme value theory
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Podaci o prilogu
235-239.
2011.
objavljeno
Podaci o matičnoj publikaciji
Proceedings of the 17th European Young Statisticians Meeting
Canas Rodrigues, Paulo
Lisabon: Faculdade de Ciencias e Tecnologia
978-972-8893-27-9
Podaci o skupu
17th European Young Statistician Meeting
predavanje
05.11.2011-09.11.2011
Lisabon, Portugal