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Titlebook: Recent Developments in Statistics and Data Science; SPE2021, Évora, Port Regina Bispo,Lígia Henriques-Rodrigues,Miguel de C Conference proc

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A Robust Hurdle Poisson Model in the Estimation of the Extremal Index,parameter exists. In such cases, the . represents the reciprocal of the mean cluster dimension in the limit distribution. The set of observed cluster sizes may contain too many zeroes, depending on the scheme used in the identification of the clusters and posterior estimation process, as it happens
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Estimation of the Weibull Tail Coefficient Through the Power Mean-of-Order-,l to .. In a context of extreme value theory for maxima, it is possible to prove that we have an . (EVI) ., but usually a very slow rate of convergence. Most of the recent WTC-estimators are proportional to the class of Hill EVI-estimators, the average of the log-excesses associated with the . upper
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On the Maximum of a Bivariate Max-INAR(1) Process,roduced and studied in [.]. We consider that the marginals have a double geometric distribution in the sense of Marshall and Olkin [.]. As a consequence, we deduce that the innovations have a tail equivalent to a bivariate geometric distribution. By proving that the restriction dependence conditions
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,The Performance of a Combined Distance Between Time Series,mbination of Euclidean distance, a Pearson-correlation-based distance, a Periodogram-based measure and a distance between estimated autocorrelation structures. The comparison resorts to 1-Nearest Neighbour classifier (1NN) since the effectiveness of the dissimilarity measures is directly reflected o
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Zero-Distorted Generalized Geometric Distribution with Application to Time Series of Counts,ing the probability attributed to observation zero. After referring to some characteristics of this distribution, we establish the asymptotic behaviour, according to different types of convergence, of the estimators of the parameters obtained using three methods, and their performance is compared by
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,Uncovering Abnormal Water Consumption Patterns for Sustainability’s Sake: A Statistical Approach,op tools based on data analysis of households’ meter readings. This study contributes to this goal by using a statistical methodology that detects abnormal water consumption patterns, namely, significant increases or decreases. This approach relies on a combination of methods that analyse billed wat
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