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REVSTAT

Statistical Journal

Short Title: REVSTAT
Publisher: Instituto Nacional de Estatística (INE), Lisboa
ISSN: 1645-6726
Online: http://www.ine.pt/revstat/inicio.html
Comments: This journal is available open access.
Documents Indexed: 287 Publications (since 2003)
all top 5

Authors

14 Leal de Carvalho Gomes, Maria Ivette
6 Nadarajah, Saralees
6 Pestana, Dinis Duarte
5 Beirlant, Jan
5 Ferreira, Marta
5 Fraga Alves, M. Isabel
5 Henriques-Rodrigues, Lígia
5 Scotto, Manuel González
4 Bekker, Andriëtte
4 Caeiro, Frederico
4 Guillou, Armelle
4 Gupta, Sat Narian
4 Neves, Manuela
4 Tomizawa, Sadao
3 Arashi, Mohammad
3 Coelho, Carlos Agra
3 Ferreira, Helena
3 Gardes, Laurent
3 Girard, Stéphane
3 Graczyk, Małgorzata
3 Leiva, Víctor
3 Martins, João Paulo
3 Naveau, Philippe
3 Neves, Cláudia
3 Penalva, Helena
3 Pereira, Isabel M. S.
3 Pires, Ana M.
3 Schmid, Wolfgang
3 Shabbir, Javid
3 Silva, Maria Eduarda
3 Zieliński, Wojciech
2 Achcar, Jorge Alberto
2 Ahmed, Shakeel
2 Amado, Conceičão
2 Asgharzadeh, Akbar
2 Baghfalaki, Taban
2 Barakat, Haroon Mohamed
2 Ceranka, Bronisław
2 Chesneau, Christophe
2 Coelho, Pedro Simões
2 Conesa, David
2 Coolen, Frank P. A.
2 Cordeiro, Gauss Moutinho
2 de Carvalho, Miguel
2 de Haan, Laurens
2 Diebolt, Jean
2 Diniz, Carlos Alberto Ribeiro
2 Faridrohani, Mohammad Reza
2 Felgueiras, Miguel Martins
2 Ferreira, Johannes T.
2 Figueiredo, Fernanda Otilia
2 Ganjali, Mojtaba
2 Gannoun, Ali
2 Goegebeur, Yuri
2 Gonçalves, Esmeralda
2 Gonçalves, Luzia
2 Hall, Andreia O.
2 Jiménez-Gamero, María Dolores
2 Jung, Klaus
2 Kayal, Suchandan
2 Kitsos, Christos P.
2 Kumar, Somesh
2 Lee, Sangyeol
2 López-Quílez, Antonio
2 Mahmoudvand, Rahim
2 Marques, Filipe J.
2 Mendes Lopes, Nazaré
2 Mendes, Jorge M.
2 Meyer, Helmut E.
2 Mohtashami Borzadaran, Gholam Reza
2 Morais, Manuel Cabral
2 Nastić, Aleksandar S.
2 Nofuentes, José Antonio Roldán
2 Nunes, Sandra
2 Oliveira, Amílcar
2 Oliveira, Teresa A.
2 Pacheco, António
2 de Bragança Pereira, Carlos Alberto
2 Pereira, Luis Nobre
2 Pinto da Costa, Joaquim Fernando
2 Popović, Predrag M.
2 Provost, Serge B.
2 Rezaei, Sadegh
2 Ristić, Miroslav M.
2 Rodrigues, Paulo Canas
2 Santos-Neto, Manoel
2 Santos, Rui Filipe
2 Silva, Nélia
2 Sinha, Bimal Kumar
2 Sitek, Barbara
2 Smaga, Łukasz
2 Soltani, Ahmad Reza
2 Sousa, Inês
2 Stehlík, Milan
2 Stühler, Kai
2 Stupfler, Gilles
2 Turkman, Kamil Feridun
2 Urfer, Wolfgang
2 Withers, Christopher Stroude
2 Yamamoto, Kouji
...and 429 more Authors

Publications by Year

Citations contained in zbMATH Open

123 Publications have been cited 510 times in 412 Documents Cited by Year
Direct reduction of bias of the classical Hill estimator. Zbl 1108.62049
Caeiro, Frederico; Gomes, M. Ivette; Pestana, Dinis
35
2005
A review of extreme value threshold estimation and uncertainty quantification. Zbl 1297.62120
Scarrott, Carl; MacDonald, Anna
32
2012
MAX-stable models for multivariate extremes. Zbl 1297.62121
Segers, Johan
21
2012
Improving second order reduced bias extreme value index estimation. Zbl 05217613
Gomes, Ivette M.; Martins, M. João; Neves, Manuela
20
2007
Comparison of Weibull tail-coefficient estimators. Zbl 1141.62341
Gardes, Laurent; Girard, Stéphane
19
2006
An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114
Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette
18
2012
Peaks over random threshold methodology for tail index and high quantile estimation. Zbl 1125.62047
Araújo Santos, Paulo; Fraga Alves, M. Isabel; Gomes, M. Ivette
16
2006
Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
13
2008
Changes of structure in financial time series and the GARCH model. Zbl 1132.62352
Mikosch, Thomas; Stărică, Cătălin
13
2004
On an extreme value version of the Birnbaum-Saunders distribution. Zbl 1297.60006
Ferreira, Marta; Gomes, M. Ivette; Leiva, Víctor
13
2012
Minimum-variance reduced-bias tail index and high quantile estimation. Zbl 1153.62042
Caeiro, Frederico; Gomes, M. Ivette
12
2008
Modelling time series extremes. Zbl 1297.62189
Chavez-Demoulin, V.; Davison, A. C.
12
2012
Application of robust statistics to asset allocation models. Zbl 05217609
Welsch, Roy E.; Zhou, Xinfeng
11
2007
A note on second order conditions in extreme value theory: linking general and heavy tail conditions. Zbl 1149.62040
Fraga Alves, M. Isabel; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia
10
2007
Improving probability-weighted moment methods for the generalized extreme value distribution. Zbl 1153.62043
Diebolt, Jean; Guillou, Armelle; Naveau, Philippe; Ribereau, Pierre
9
2008
Inferring gene dependency networks from genomic longitudinal data: a functional data approach. Zbl 1158.92311
Opgen-Rhein, Rainer; Strimmer, Korbinian
8
2006
Multiplicative censoring: estimation of a density and its derivatives under the \(L_p\)-risk. Zbl 1314.62097
Abbaszadeh, Mohammad; Chesneau, Christophe; Doosti, Hassan
8
2013
Mixed effects in stochastic differential equation models. Zbl 1108.62078
Ditlevsen, Susanne; De Gaetano, Andrea
8
2005
Forecasting in INAR(1) model. Zbl 1297.62185
Silva, Nélia; Pereira, Isabel; Silva, M. Eduarda
8
2009
Testing extreme value conditions – an overview and recent approaches. Zbl 1153.62327
Neves, Cláudia; Fraga Alves, M. Isabel
7
2008
A survey of spatial extremes: measuring spatial dependence and modeling spatial effects. Zbl 1297.62200
Cooley, Daniel; Cisewski, Jessi; Erhardt, Robert J.; Jeon, Soyoung; Mannshardt, Elizabeth; Omolo, Bernard Oguna; Sun, Ying
7
2012
On extreme value analysis of a spatial process. Zbl 1153.62074
de Haan, Laurens; Zhou, Chen
6
2008
On the estimation of the second order parameter for heavy-tailed distributions. Zbl 1314.62117
Deme, El Hadji; Gardes, Laurent; Girard, Stéphane
6
2013
Nonparametric estimation of the tail-dependence coefficient. Zbl 1297.62115
Ferreira, Marta
6
2013
An overview of linear structural models in errors in variables regression. Zbl 1297.62150
Gillard, Jonathan
6
2010
Nonparametric predictive inference for reproducibility of two basic tests based on order statistics. Zbl 1464.62271
Coolen, Frank P. A.; Alqifari, Hana N.
5
2018
Comparative performance of several robust linear discriminant analysis methods. Zbl 05217607
Todorov, Valentin; Pires, Ana M.
5
2007
Interval estimators for a binomial proportion: comparison of twenty methods. Zbl 1297.62063
Pires, Ana M.; Amado, Conceição
5
2008
Madogram and asymptotic independence among maxima. Zbl 1314.62118
Guillou, Armelle; Naveau, Philippe; Schorgen, Antoine
4
2014
A reparameterized Birnbaum-Saunders distribution and its moments, estimation and applications. Zbl 1314.62055
Santos-Neto, Manoel; Cysneiros, Francisco José A.; Leiva, Víctor; Barros, Michelli
4
2014
Extremes of periodic integer-valued sequences with exponential type tails. Zbl 1132.60046
Hall, Andreia; Scotto, Manuel G.
4
2006
On the extremes of randomly sub-sampled time series. Zbl 1297.60036
Hall, Andreia; Scotto, Manuel G.
4
2008
A review on joint modelling of longitudinal measurements and time-to-event. Zbl 1297.62222
Sousa, Inês
4
2011
The extremal index of sub-sampled periodic sequences with strong local dependence. Zbl 1055.62054
Ferreira, H.; Martins, A. P.
3
2003
ROC curve estimation: an overview. Zbl 1314.62238
Gonçalves, Luzia; Subtil, Ana; Oliveira, M. Rosário; de Zea Bermudez, Patrícia
3
2014
Limit theory for joint generalized order statistics. Zbl 1314.62112
Barakat, H. M.; Nigm, E. M.; Abd Elgawad, M. A.
3
2014
Extensions of Katz-Panjer families of discrete distributions. Zbl 1076.60017
Pestana, Dinis D.; Velosa, Sílvio F.
3
2004
An integrated functional Weissman estimator for conditional extreme quantiles. Zbl 1428.62129
Gardes, Laurent; Stupfler, Gilles
3
2019
Improvements in the estimation of a heavy tail. Zbl 1141.62035
Oliveira, Orlando Aníbal; Gomes, M. Ivette; Fraga Alves, M. Isabel
3
2006
Interfailure data with constant hazard function in the presence of change-points. Zbl 05217614
Achcar, Jorge Alberto; Loibel, Selene; Andrade, Marinho G.
3
2007
Forecasting mortality rate by singular spectrum analysis. Zbl 1369.62280
Mahmoudvand, Rahim; Alehosseini, Fatemeh; Canas Rodrigues, Paulo
3
2015
Generalized least squares and weighted least squares estimation methods for distributional parameters. Zbl 1369.62258
Kantar, Yeliz Mert
3
2015
Hierarchical dynamic beta model. Zbl 1369.62235
Queiroz da-Silva, Cibele; Migon, Helio S.
3
2016
Gamma kernel estimation of the density derivative on the positive semi-axis by dependent data. Zbl 1369.62067
Markovich, L. A.
3
2016
Intriguing properties of extreme geometric quantiles. Zbl 1369.62113
Girard, Stéphane; Stupfler, Gilles
3
2017
Improved penalty strategies in linear regression models. Zbl 1369.62160
Yüzbasi, Bahadir; Ahmed, S. Ejaz; Güngör, Mehmet
3
2017
The transmuted Birnbaum-Saunders distribution. Zbl 1380.62057
Bourguignon, Marcelo; Leão, Jeremias; Leiva, Víctor; Santos-Neto, Manoel
3
2017
Nonparametric estimates of low bias. Zbl 1297.62078
Withers, Christopher S.; Nadarajah, Saralees
3
2012
Parameter estimation for INAR processes based on high-order statistics. Zbl 1297.62196
Silva, Isabel; Silva, M. Eduarda
3
2009
Generalized sum plots. Zbl 1297.62113
Beirlant, J.; Boniphace, E.; Dierckx, G.
3
2011
Extremes for solutions to stochastic difference equations with regularly varying tails. Zbl 1149.62041
Scotto, Manuel G.
2
2007
Network motifs: mean and variance for the count. Zbl 1158.62346
Matias, C.; Schbath, S.; Birmelé, E.; Daudin, J.-J.; Robin, S.
2
2006
Boundary kernels for distribution function estimation. Zbl 1314.62101
Tenreiro, Carlos
2
2013
A generalized skew logistic distribution. Zbl 1314.62046
Asgharzadeh, A.; Esmaeili, L.; Nadarajah, S.; Shih, S. H.
2
2013
Robust bootstrap: an alternative to bootstrapping robust estimators. Zbl 1314.62090
Amado, Conceição; Bianco, Ana M.; Boente, Graciela; Pires, Ana M.
2
2014
PORT-estimation of a shape second-order parameter. Zbl 1314.62119
Henriques-Rodrigues, Lígia; Gomes, M. Ivette; Fraga Alves, M. Isabel; Neves, Cláudia
2
2014
Central partition for a partition-distance and strong pattern graph. Zbl 1080.62046
Pinto da Costa, Joaquim F.; Rao, P. R.
2
2004
Semi-parametric likelihood inference for Birnbaum-Saunders frailty model. Zbl 1464.62404
Balakrishnan, N.; Liu, Kai
2
2018
Weibull Lindley distribution. Zbl 1464.62215
Asgharzadeh, A.; Nadarajah, S.; Sharafi, F.
2
2018
Heuristic tools for the estimation of the extremal index: a comparison of methods. Zbl 1392.62141
Ferreira, Marta
2
2018
Parameter estimation for the log-logistic distribution based on order statistics. Zbl 1404.62015
Ahsanullah, Mohammad; Alzaatreh, Ayman
2
2018
Asymptotic behaviour of regular estimators. Zbl 1135.62330
Diebolt, Jean; Guillou, Armelle
2
2005
A lognormal model for insurance claims data. Zbl 1141.62345
Zuanetti, Daiane Aparecida; Diniz, Carlos A. R.; Leite, José Galvão
2
2006
The breakdown point – examples and counterexamples. Zbl 05217604
Davies, P. L.; Gather, U.
2
2007
Penalized trimmed squares and a modification of support vectors for unmasking outliers in linear regression. Zbl 05217610
Zioutas, G.; Avramidis, A.; Pitsoulis, L.
2
2007
General multivariate dependence using associated copulas. Zbl 1369.62129
Salazar Flores, Yuri
2
2016
A mixture integer-valued GARCH model. Zbl 1369.62224
Diop, Mamadou Lamine; Diop, Aliou; Diongue, Abdou Kâ
2
2016
Mean-of-order-\(p\) location-invariant extreme value index estimation. Zbl 1369.62106
Gomes, M. Ivette; Henriques-Rodrigues, Lígia; Manjunath, B. G.
2
2016
On hitting times for Markov time series of counts with applications to quality control. Zbl 1369.62221
Cabral Morais, Manuel; Pacheco, António
2
2016
The beta generalized inverted exponential distribution with real data applications. Zbl 1369.62024
Bakoban, R. A.; Abu-Zinadah, Hanaa H.
2
2017
Reliability estimation in multistage ranked set sampling. Zbl 1377.62191
Mahdizadeh, M.; Zamanzade, Ehsan
2
2017
Bivariate extreme statistics. II. Zbl 1297.60034
De Carvalho, Miguel; Ramos, Alexandra
2
2012
Optimized clusters for disaggregated electricity load forecasting. Zbl 1297.62253
Misiti, Michel; Misiti, Yves; Oppenheim, Georges; Poggi, Jean-Michel
2
2010
A method of trend extraction using singular spectrum analysis. Zbl 1297.62248
Alexandrov, Theodore
2
2009
Comparisons of the performances of estimators of a bounded normal mean under squared-error loss. Zbl 1297.62041
Dou, Yiping; van Eeden, Constance
2
2009
High quantile estimation and the PORT methodology. Zbl 1297.62118
Henriques-Rodrigues, Lígia; Gomes, M. Ivette
2
2009
Optimal alarm systems for FIAPARCH processes. Zbl 1297.62190
Costa, Conceição; Scotto, Manuel G.; Pereira, Isabel
2
2010
The CUSUM median chart for known and estimated parameters. Zbl 1436.62167
Castagliola, Philippe; Figueiredo, Fernanda Otilia; Maravelakis, Petros E.
1
2019
Repeated measures analysis for functional data using Box-type approximation – with applications. Zbl 1436.62209
Smaga, Łukasz
1
2019
A review of the Behrens-Fisher problem and some of its analogs: does the same size fit all? Zbl 1437.62375
Paul, Sudhir; Wang, You-Gan; Ullah, Insha
1
2019
On the connection between the distribution of eigenvalues in multiple correspondence analysis and log-linear models. Zbl 1057.62043
Ben Ammou, S.; Saporta, G.
1
2003
Large deviations and Berry-Esseen inequalities for estimators in nonlinear nonhomogeneous diffusions. Zbl 1149.62072
Bishwal, Jaya P. N.
1
2007
Statistical evaluation of methods for the analysis of dynamic protein expression data from a tumor study. Zbl 1158.92313
Jung, Klaus; Gannoun, Ali; Sitek, Barbara; Apostolov, Ognjan; Schramm, Alexander; Meyer, Helmut E.; Stühler, Kai; Urfer, Wolfgang
1
2006
The exact joint distribution of concomitants of order statistics and their order statistics under normality. Zbl 1314.62116
Sheikhi, Ayyub; Tata, Mahbanoo
1
2013
On the maximum likelihood estimator for irregularly observed time series data from COGARCH(1,1) models. Zbl 1314.62197
Kim, Moosup; Lee, Sangyeol
1
2013
An exponential-negative binomial distribution. Zbl 1314.62052
Hajebi, Mahtab; Rezaei, Sadegh; Nadarajah, Saralees
1
2013
An accurate approximation to the distribution of a linear combination of non-central chi-square random variables. Zbl 1314.62059
Ha, Hyung-Tae; Provost, Serge B.
1
2013
A review on ROC curves in the presence of covariates. Zbl 1314.62248
Pardo-Fernández, Juan Carlos; Rodríguez-Álvarez, María Xosé; Van Keilegom, Ingrid
1
2014
Extremes of perturbed bivariate Rayleigh risks. Zbl 1314.62064
Hashorva, Enkelejd; Nadarajah, Saralees; Pogány, Tibor K.
1
2014
The \(k\) nearest neighbors estimation of the conditional hazard function for functional data. Zbl 1314.62093
Attouch, Mohammed Kadi; Belabed, Fatima Zohra
1
2014
Some monitoring procedures related to asymmetry parameter of Azzalini’s skew-normal model. Zbl 1428.62101
Li, Chenglong; Mukherjee, Amitava; Su, Qin; Xie, Min
1
2019
Random environment INAR models of higher order. Zbl 1428.62400
Nastić, Aleksandar S.; Laketa, Petra N.; Ristić, Miroslav M.
1
2019
Association measures in the bivariate correlated frailty model. Zbl 1464.62310
Gupta, Ramesh C.
1
2018
On the distribution of a quadratic form in normal variates. Zbl 1395.62205
Zhang, Jin
1
2018
Exponentiality versus generalized Pareto – a resistant and robust test. Zbl 1132.62322
Brilhante, M. F.
1
2004
Simultaneous tail index estimation. Zbl 1417.62126
Beirlant, Jan; Goegebeur, Yuri
1
2004
Estimating Pareto tail index based on sample means. Zbl 1132.62326
Fialová, Alena; Jurečková, Jana; Picek, Jan
1
2004
Robustness of two-phase regression tests. Zbl 1135.62352
Diniz, Carlos A. R.; Brochi, Luis Corte
1
2005
Exact formulas for the moments of the first passage time of reward processes. Zbl 1139.60340
Parham, G. A.; Soltani, A. R.
1
2005
Analysis of dynamic protein expression data. Zbl 1108.62114
Jung, Klaus; Gannoun, Ali; Sitek, Barbara; Meyer, Helmut E.; Stühler, Kai; Urfer, Wolfgang
1
2005
A quantile regression model for bounded responses based on the exponential-geometric distribution. Zbl 1455.62047
Jodrá, Pedro; Jiménez-Gamero, María Dolores
1
2020
An integrated functional Weissman estimator for conditional extreme quantiles. Zbl 1428.62129
Gardes, Laurent; Stupfler, Gilles
3
2019
The CUSUM median chart for known and estimated parameters. Zbl 1436.62167
Castagliola, Philippe; Figueiredo, Fernanda Otilia; Maravelakis, Petros E.
1
2019
Repeated measures analysis for functional data using Box-type approximation – with applications. Zbl 1436.62209
Smaga, Łukasz
1
2019
A review of the Behrens-Fisher problem and some of its analogs: does the same size fit all? Zbl 1437.62375
Paul, Sudhir; Wang, You-Gan; Ullah, Insha
1
2019
Some monitoring procedures related to asymmetry parameter of Azzalini’s skew-normal model. Zbl 1428.62101
Li, Chenglong; Mukherjee, Amitava; Su, Qin; Xie, Min
1
2019
Random environment INAR models of higher order. Zbl 1428.62400
Nastić, Aleksandar S.; Laketa, Petra N.; Ristić, Miroslav M.
1
2019
Nonparametric predictive inference for reproducibility of two basic tests based on order statistics. Zbl 1464.62271
Coolen, Frank P. A.; Alqifari, Hana N.
5
2018
Semi-parametric likelihood inference for Birnbaum-Saunders frailty model. Zbl 1464.62404
Balakrishnan, N.; Liu, Kai
2
2018
Weibull Lindley distribution. Zbl 1464.62215
Asgharzadeh, A.; Nadarajah, S.; Sharafi, F.
2
2018
Heuristic tools for the estimation of the extremal index: a comparison of methods. Zbl 1392.62141
Ferreira, Marta
2
2018
Parameter estimation for the log-logistic distribution based on order statistics. Zbl 1404.62015
Ahsanullah, Mohammad; Alzaatreh, Ayman
2
2018
Association measures in the bivariate correlated frailty model. Zbl 1464.62310
Gupta, Ramesh C.
1
2018
On the distribution of a quadratic form in normal variates. Zbl 1395.62205
Zhang, Jin
1
2018
Intriguing properties of extreme geometric quantiles. Zbl 1369.62113
Girard, Stéphane; Stupfler, Gilles
3
2017
Improved penalty strategies in linear regression models. Zbl 1369.62160
Yüzbasi, Bahadir; Ahmed, S. Ejaz; Güngör, Mehmet
3
2017
The transmuted Birnbaum-Saunders distribution. Zbl 1380.62057
Bourguignon, Marcelo; Leão, Jeremias; Leiva, Víctor; Santos-Neto, Manoel
3
2017
The beta generalized inverted exponential distribution with real data applications. Zbl 1369.62024
Bakoban, R. A.; Abu-Zinadah, Hanaa H.
2
2017
Reliability estimation in multistage ranked set sampling. Zbl 1377.62191
Mahdizadeh, M.; Zamanzade, Ehsan
2
2017
Expansions for quantiles and multivariate moments of extremes for heavy tailed distributions. Zbl 1369.62034
Withers, Christopher; Nadarajah, Saralees
1
2017
Inference for multivariate regression model based on synthetic data generated under fixed-posterior predictive sampling: comparison with plug-in sampling. Zbl 1369.62121
Moura, Ricardo; Klein, Martin; Coelho, Carlos A.; Sinha, Bimal
1
2017
A study on the bias-correction effect of the AIC for selecting variables in normal multivariate linear regression models under model misspecification. Zbl 1373.62362
Yanagihara, Hirokazu; Kamo, Ken-Ichi; Imori, Shinpei; Yamamura, Mariko
1
2017
A characterization of the generalized Birnbaum-Saunders distribution. Zbl 1373.62052
Athayde, Emilia
1
2017
Continuous post-market sequential safety surveillance with minimum events to signal. Zbl 1373.62546
Kulldorff, Martin; Silva, Ivair R.
1
2017
Estimating Renyi entropy of several exponential distributions under an asymmetric loss function. Zbl 1377.62079
Kayal, Suchandan; Kumar, Somesh
1
2017
Hierarchical dynamic beta model. Zbl 1369.62235
Queiroz da-Silva, Cibele; Migon, Helio S.
3
2016
Gamma kernel estimation of the density derivative on the positive semi-axis by dependent data. Zbl 1369.62067
Markovich, L. A.
3
2016
General multivariate dependence using associated copulas. Zbl 1369.62129
Salazar Flores, Yuri
2
2016
A mixture integer-valued GARCH model. Zbl 1369.62224
Diop, Mamadou Lamine; Diop, Aliou; Diongue, Abdou Kâ
2
2016
Mean-of-order-\(p\) location-invariant extreme value index estimation. Zbl 1369.62106
Gomes, M. Ivette; Henriques-Rodrigues, Lígia; Manjunath, B. G.
2
2016
On hitting times for Markov time series of counts with applications to quality control. Zbl 1369.62221
Cabral Morais, Manuel; Pacheco, António
2
2016
On the bounds for diagonal and off-diagonal elements of the hat matrix in the linear regression model. Zbl 1369.62157
Mohammadi, Mohammad
1
2016
Estimation aspects of the Michaelis-Menten model. Zbl 1369.62177
Toulias, Thomas L.; Kitsos, Christos P.
1
2016
Density of a random interval catch digraph family and its use for testing uniformity. Zbl 1370.05186
Ceyhan, Elvan
1
2016
Estimating the shape parameter of Topp-Leone distribution based on progressive type II censored samples. Zbl 1369.62257
Bayoud, Husam Awni
1
2016
Forecasting mortality rate by singular spectrum analysis. Zbl 1369.62280
Mahmoudvand, Rahim; Alehosseini, Fatemeh; Canas Rodrigues, Paulo
3
2015
Generalized least squares and weighted least squares estimation methods for distributional parameters. Zbl 1369.62258
Kantar, Yeliz Mert
3
2015
Statistical methods for detecting the onset of influenza outbreaks: a review. Zbl 1369.62287
Amorós, Rubén; Conesa, David; Martinez-Beneito, Miguel Angel; López-Quílez, Antonio
1
2015
Control charts for multivariate nonlinear time series. Zbl 1369.62318
Garthoff, Robert; Okhrin, Iryna; Schmid, Wolfgang
1
2015
Madogram and asymptotic independence among maxima. Zbl 1314.62118
Guillou, Armelle; Naveau, Philippe; Schorgen, Antoine
4
2014
A reparameterized Birnbaum-Saunders distribution and its moments, estimation and applications. Zbl 1314.62055
Santos-Neto, Manoel; Cysneiros, Francisco José A.; Leiva, Víctor; Barros, Michelli
4
2014
ROC curve estimation: an overview. Zbl 1314.62238
Gonçalves, Luzia; Subtil, Ana; Oliveira, M. Rosário; de Zea Bermudez, Patrícia
3
2014
Limit theory for joint generalized order statistics. Zbl 1314.62112
Barakat, H. M.; Nigm, E. M.; Abd Elgawad, M. A.
3
2014
Robust bootstrap: an alternative to bootstrapping robust estimators. Zbl 1314.62090
Amado, Conceição; Bianco, Ana M.; Boente, Graciela; Pires, Ana M.
2
2014
PORT-estimation of a shape second-order parameter. Zbl 1314.62119
Henriques-Rodrigues, Lígia; Gomes, M. Ivette; Fraga Alves, M. Isabel; Neves, Cláudia
2
2014
A review on ROC curves in the presence of covariates. Zbl 1314.62248
Pardo-Fernández, Juan Carlos; Rodríguez-Álvarez, María Xosé; Van Keilegom, Ingrid
1
2014
Extremes of perturbed bivariate Rayleigh risks. Zbl 1314.62064
Hashorva, Enkelejd; Nadarajah, Saralees; Pogány, Tibor K.
1
2014
The \(k\) nearest neighbors estimation of the conditional hazard function for functional data. Zbl 1314.62093
Attouch, Mohammed Kadi; Belabed, Fatima Zohra
1
2014
Multiplicative censoring: estimation of a density and its derivatives under the \(L_p\)-risk. Zbl 1314.62097
Abbaszadeh, Mohammad; Chesneau, Christophe; Doosti, Hassan
8
2013
On the estimation of the second order parameter for heavy-tailed distributions. Zbl 1314.62117
Deme, El Hadji; Gardes, Laurent; Girard, Stéphane
6
2013
Nonparametric estimation of the tail-dependence coefficient. Zbl 1297.62115
Ferreira, Marta
6
2013
Boundary kernels for distribution function estimation. Zbl 1314.62101
Tenreiro, Carlos
2
2013
A generalized skew logistic distribution. Zbl 1314.62046
Asgharzadeh, A.; Esmaeili, L.; Nadarajah, S.; Shih, S. H.
2
2013
The exact joint distribution of concomitants of order statistics and their order statistics under normality. Zbl 1314.62116
Sheikhi, Ayyub; Tata, Mahbanoo
1
2013
On the maximum likelihood estimator for irregularly observed time series data from COGARCH(1,1) models. Zbl 1314.62197
Kim, Moosup; Lee, Sangyeol
1
2013
An exponential-negative binomial distribution. Zbl 1314.62052
Hajebi, Mahtab; Rezaei, Sadegh; Nadarajah, Saralees
1
2013
An accurate approximation to the distribution of a linear combination of non-central chi-square random variables. Zbl 1314.62059
Ha, Hyung-Tae; Provost, Serge B.
1
2013
A review of extreme value threshold estimation and uncertainty quantification. Zbl 1297.62120
Scarrott, Carl; MacDonald, Anna
32
2012
MAX-stable models for multivariate extremes. Zbl 1297.62121
Segers, Johan
21
2012
An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114
Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette
18
2012
On an extreme value version of the Birnbaum-Saunders distribution. Zbl 1297.60006
Ferreira, Marta; Gomes, M. Ivette; Leiva, Víctor
13
2012
Modelling time series extremes. Zbl 1297.62189
Chavez-Demoulin, V.; Davison, A. C.
12
2012
A survey of spatial extremes: measuring spatial dependence and modeling spatial effects. Zbl 1297.62200
Cooley, Daniel; Cisewski, Jessi; Erhardt, Robert J.; Jeon, Soyoung; Mannshardt, Elizabeth; Omolo, Bernard Oguna; Sun, Ying
7
2012
Nonparametric estimates of low bias. Zbl 1297.62078
Withers, Christopher S.; Nadarajah, Saralees
3
2012
Bivariate extreme statistics. II. Zbl 1297.60034
De Carvalho, Miguel; Ramos, Alexandra
2
2012
Comparison of confidence intervals for the Poisson mean: some new aspects. Zbl 1297.62062
Patil, V. V.; Kulkarni, H. V.
1
2012
A review on joint modelling of longitudinal measurements and time-to-event. Zbl 1297.62222
Sousa, Inês
4
2011
Generalized sum plots. Zbl 1297.62113
Beirlant, J.; Boniphace, E.; Dierckx, G.
3
2011
The Garman-Klass volatility estimator revisited. Zbl 1297.62045
Meilijson, Isaac
1
2011
An overview of linear structural models in errors in variables regression. Zbl 1297.62150
Gillard, Jonathan
6
2010
Optimized clusters for disaggregated electricity load forecasting. Zbl 1297.62253
Misiti, Michel; Misiti, Yves; Oppenheim, Georges; Poggi, Jean-Michel
2
2010
Optimal alarm systems for FIAPARCH processes. Zbl 1297.62190
Costa, Conceição; Scotto, Manuel G.; Pereira, Isabel
2
2010
Improving on minimum risk equivariant and linear minimax estimators of bounded multivariate location parameters. Zbl 1297.62044
Marchand, Éric; Payandeh Najafabadi, Amir T.
1
2010
On estimation following subset selection from truncated Poisson distributions under Stein loss function. Zbl 1297.62048
Shanubhogue, A.; Al-Mosawi, Riyadh R.
1
2010
Forecasting in INAR(1) model. Zbl 1297.62185
Silva, Nélia; Pereira, Isabel; Silva, M. Eduarda
8
2009
Parameter estimation for INAR processes based on high-order statistics. Zbl 1297.62196
Silva, Isabel; Silva, M. Eduarda
3
2009
A method of trend extraction using singular spectrum analysis. Zbl 1297.62248
Alexandrov, Theodore
2
2009
Comparisons of the performances of estimators of a bounded normal mean under squared-error loss. Zbl 1297.62041
Dou, Yiping; van Eeden, Constance
2
2009
High quantile estimation and the PORT methodology. Zbl 1297.62118
Henriques-Rodrigues, Lígia; Gomes, M. Ivette
2
2009
Prewhitening-based estimation in partial linear regression models: a comparative study. Zbl 1297.62083
Aneiros-Pérez, Germán; Vilar-Fernández, Juan Manuel
1
2009
A saddlepoint approximation to a distribution-free test for stochastic ordering in the competing risks model. Zbl 1297.62099
Murakami, Hidetoshi
1
2009
Limit model for the reliability of a regular and homogeneous series-parallel system. Zbl 1297.60058
Reis, Paula; Canto e Castro, Luísa
1
2009
Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
13
2008
Minimum-variance reduced-bias tail index and high quantile estimation. Zbl 1153.62042
Caeiro, Frederico; Gomes, M. Ivette
12
2008
Improving probability-weighted moment methods for the generalized extreme value distribution. Zbl 1153.62043
Diebolt, Jean; Guillou, Armelle; Naveau, Philippe; Ribereau, Pierre
9
2008
Testing extreme value conditions – an overview and recent approaches. Zbl 1153.62327
Neves, Cláudia; Fraga Alves, M. Isabel
7
2008
On extreme value analysis of a spatial process. Zbl 1153.62074
de Haan, Laurens; Zhou, Chen
6
2008
Interval estimators for a binomial proportion: comparison of twenty methods. Zbl 1297.62063
Pires, Ana M.; Amado, Conceição
5
2008
On the extremes of randomly sub-sampled time series. Zbl 1297.60036
Hall, Andreia; Scotto, Manuel G.
4
2008
Minimally biased nonparametric regression and autoregression. Zbl 1297.62090
McMurry, Timothy L.; Politis, Dimitris N.
1
2008
Improving second order reduced bias extreme value index estimation. Zbl 05217613
Gomes, Ivette M.; Martins, M. João; Neves, Manuela
20
2007
Application of robust statistics to asset allocation models. Zbl 05217609
Welsch, Roy E.; Zhou, Xinfeng
11
2007
A note on second order conditions in extreme value theory: linking general and heavy tail conditions. Zbl 1149.62040
Fraga Alves, M. Isabel; Gomes, M. Ivette; de Haan, Laurens; Neves, Cláudia
10
2007
Comparative performance of several robust linear discriminant analysis methods. Zbl 05217607
Todorov, Valentin; Pires, Ana M.
5
2007
Interfailure data with constant hazard function in the presence of change-points. Zbl 05217614
Achcar, Jorge Alberto; Loibel, Selene; Andrade, Marinho G.
3
2007
Extremes for solutions to stochastic difference equations with regularly varying tails. Zbl 1149.62041
Scotto, Manuel G.
2
2007
The breakdown point – examples and counterexamples. Zbl 05217604
Davies, P. L.; Gather, U.
2
2007
Penalized trimmed squares and a modification of support vectors for unmasking outliers in linear regression. Zbl 05217610
Zioutas, G.; Avramidis, A.; Pitsoulis, L.
2
2007
Large deviations and Berry-Esseen inequalities for estimators in nonlinear nonhomogeneous diffusions. Zbl 1149.62072
Bishwal, Jaya P. N.
1
2007
On the excess distribution of sums of random variables in bivariate EV models. Zbl 05217611
Falk, Michael
1
2007
...and 23 more Documents
all top 5

Cited by 728 Authors

27 Leal de Carvalho Gomes, Maria Ivette
14 Guillou, Armelle
10 Caeiro, Frederico
10 Girard, Stéphane
10 Leiva, Víctor
9 Gardes, Laurent
8 Goegebeur, Yuri
7 de Haan, Laurens
7 Huser, Raphaël
7 Nadarajah, Saralees
6 Beirlant, Jan
6 Neves, Cláudia
6 Pestana, Dinis Duarte
6 Saulo, Helton
5 Coolen, Frank P. A.
5 de Wet, Tertius
5 Genton, Marc G.
5 Henriques-Rodrigues, Lígia
5 Leão, Jeremias
5 Withers, Christopher Stroude
4 Comte, Fabienne
4 Davison, Anthony C.
4 Ferreira, Marta
4 Fraga Alves, M. Isabel
4 Genon-Catalot, Valentine
4 Hall, Andreia O.
4 Hashorva, Enkelejd
4 Mai, Jan-Frederik
4 Naveau, Philippe
4 Peng, Zuoxiang
3 Balakrishnan, Narayanaswamy
3 Barakat, Haroon Mohamed
3 Biswas, Atanu
3 Chavez-Demoulin, Valérie
3 Coolen-Maturi, Tahani
3 Cooley, Daniel S.
3 Dierckx, Goedele
3 Fátima Brilhante, M.
3 Figueiredo, Fernanda Otilia
3 Fougères, Anne-Laure
3 Krupskii, Pavel
3 Ling, Chengxiu
3 Mahmoudvand, Rahim
3 Mailhot, Mélina
3 Maiti, Raju
3 Santos-Neto, Manoel
3 Shaby, Benjamin A.
3 Soulier, Philippe
3 Tomazella, Vera Lúcia Damasceno
3 Vaičiulis, Marijus
3 Weiß, Christian H.
2 Abd Elgawad, Mohamed
2 Allard, Denis
2 Arashi, Mohammad
2 Asimit, Alexandru V.
2 Bader, Brian
2 Baek, Changryong
2 Barros, Michelli
2 Brahimi, Brahim
2 Bücher, Axel
2 Buishand, T. A.
2 Cai, Juan-Juan
2 Canto e Castro, Luísa
2 Chesneau, Christophe
2 Cysneiros, Francisco José A.
2 Das, Bikramjit
2 Diebolt, Jean
2 Dieker, A. B.
2 Ditlevsen, Susanne
2 Doosti, Hassan
2 Drees, Holger
2 El Methni, Jonathan
2 Eling, Martin
2 Embrechts, Paul
2 Falk, Michael
2 Fanjul-Hevia, Arís
2 Ferraz do Nascimento, Fernando
2 Flecher, Cédric
2 Forbes, Florence
2 Gamerman, Dani
2 Ghodsi, Zara
2 Glavaš, Lenka
2 Gomes, Dora Prata
2 González-Manteiga, Wenceslao
2 Hassani, Hossein
2 Herrmann, Klaus
2 Hofert, Marius
2 Jaschke, Stefan R.
2 Jongbloed, Geurt
2 Kabluchko, Zakhar A.
2 Kojadinovic, Ivan
2 Kundu, Debasis
2 Lefèvre, Claude
2 Li, Deyuan
2 Li, Qing
2 Lillo, Camilo
2 Lund, Robert B.
2 Markovich, Natalia M.
2 Marques, Filipe J.
2 Mazo, Gildas
...and 628 more Authors
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Cited in 115 Journals

42 Extremes
20 Statistics & Probability Letters
18 Journal of Statistical Planning and Inference
18 Computational Statistics and Data Analysis
16 Journal of Multivariate Analysis
15 Journal of Statistical Computation and Simulation
15 Journal of Statistical Theory and Practice
14 Test
11 Insurance Mathematics & Economics
11 Journal of Applied Statistics
8 Statistical Papers
7 Computational Statistics
7 The Annals of Applied Statistics
6 Journal of Computational and Applied Mathematics
6 Brazilian Journal of Probability and Statistics
6 Electronic Journal of Statistics
6 Journal of Agricultural, Biological, and Environmental Statistics
5 Metrika
5 Journal of Econometrics
5 European Journal of Operational Research
5 Applied Stochastic Models in Business and Industry
5 Statistics and Computing
4 Annals of Operations Research
4 North American Actuarial Journal
4 Statistical Methods and Applications
3 Journal of Mathematical Analysis and Applications
3 The Annals of Statistics
3 Journal of the American Statistical Association
3 Statistics
3 Mathematical Methods of Statistics
3 Bernoulli
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Methodology and Computing in Applied Probability
3 Advances in Data Analysis and Classification. ADAC
3 AStA. Advances in Statistical Analysis
3 Journal of Probability and Statistics
3 Dependence Modeling
2 Scandinavian Journal of Statistics
2 Biometrics
2 International Journal of Mathematics and Mathematical Sciences
2 Journal of Applied Probability
2 Metron
2 Journal of Time Series Analysis
2 Statistical Science
2 Journal of Economic Dynamics & Control
2 Stochastic Processes and their Applications
2 Journal of Mathematical Sciences (New York)
2 Mathematical Problems in Engineering
2 Far East Journal of Theoretical Statistics
2 Statistical Inference for Stochastic Processes
2 Scandinavian Actuarial Journal
2 Quantitative Finance
2 ASTIN Bulletin
2 Statistical Applications in Genetics and Molecular Biology
2 Journal of the Korean Statistical Society
2 Statistical Analysis and Data Mining
2 Sankhyā. Series A
2 Chilean Journal of Statistics
2 Bayesian Analysis
2 Mathematical Sciences
2 Journal of the Japan Statistical Society. Japanese Issue
2 Cogent Mathematics
1 The Canadian Journal of Statistics
1 Discrete Applied Mathematics
1 Journal of the Franklin Institute
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Biosciences
1 Mathematical Methods in the Applied Sciences
1 Problems of Information Transmission
1 Chaos, Solitons and Fractals
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Biometrical Journal
1 Operations Research
1 Quaestiones Mathematicae
1 Theoretical Population Biology
1 Operations Research Letters
1 Revista Colombiana de Estadística
1 Journal of Classification
1 Sequential Analysis
1 Machine Learning
1 Economics Letters
1 Automation and Remote Control
1 Expositiones Mathematicae
1 Computational Optimization and Applications
1 Applicationes Mathematicae
1 Random Operators and Stochastic Equations
1 Complexity
1 Abstract and Applied Analysis
1 Journal of Inequalities and Applications
1 Data Mining and Knowledge Discovery
1 The Econometrics Journal
1 Communications in Nonlinear Science and Numerical Simulation
1 Acta et Commentationes Universitatis Tartuensis de Mathematica
1 Econometric Theory
1 Journal of Applied Mathematics
1 Statistical Modelling
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 4OR
...and 15 more Journals

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