Titlebook: Recent Studies on Risk Analysis and Statistical Modeling; Teresa A. Oliveira,Christos P. Kitsos,Luís Grilo Book 2018 Springer Internationa

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Revisiting Resampling Methods in the Extremal Index Estimation: Improving Risk Assessmentble. Among several parameters of interest, the . is a crucial parameter in a dependent set-up, characterizing the degree of local dependence in the extremes of a stationary sequence. Its estimation has been addressed by several authors but some difficulties still remain. Resampling computer intensiv

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Improving Asymptotically Unbiased Extreme Value Index Estimationen probability model. In this work, we are interested in improvements attained through the reduction of bias of the extreme value index estimators related to Lehmer’s mean of the log-excesses. A comparison with other reduced bias estimators, namely the corrected-Hill estimator, in Caeiro et al. (Rev

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Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Testpothesis, can only be obtained when the sample size (.) is small, since it requires the full set of permutations of the first . positive integers. Here, we present the exact null distribution without ties, for samples of size 10 ≤ . ≤ 17, extending the results available in the literature. Since the

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