List of Posters
Extremes for deterministic and random dynamics
H. Aytac. J. M. Freitas, S. Vaienti (Department of Mathematics, University of Porto; Centre de Physique Theorique & University of Sud, Toulon-Var), Portugal
H. Aytac. J. M. Freitas, S. Vaienti (Department of Mathematics, University of Porto; Centre de Physique Theorique & University of Sud, Toulon-Var), Portugal
Trimming of dependent sequences and applications
A. Bazarova1, I. Berkes2, and L. Horv ath3 (1Institute of Statistics, Graz University of Technology, 2Institute of Statistics, Graz University of Technology, 3Department of Statistics, University of Utah) Austria
A. Bazarova1, I. Berkes2, and L. Horv ath3 (1Institute of Statistics, Graz University of Technology, 2Institute of Statistics, Graz University of Technology, 3Department of Statistics, University of Utah) Austria
A note on the asymptotic comparison of two alternative estimators of a
shape second-order parameter
Frederico Caeiro; M. Ivette Gomes (Universidade Nova de Lisboa, FCT and CMA; Universidade de Lisboa, FCUL, DEIO and CEAUL), Portugal
Frederico Caeiro; M. Ivette Gomes (Universidade Nova de Lisboa, FCT and CMA; Universidade de Lisboa, FCUL, DEIO and CEAUL), Portugal
Tail interval estimation using geometric-type estimators
M. Brito1, L. Cavalcante 1 and A.C.M. Freitas2 (1CMUP, Faculdade de Ciências, Universidade do Porto 2CMUP, Faculdade de Economia, Universidade do Porto), Portugal
M. Brito1, L. Cavalcante 1 and A.C.M. Freitas2 (1CMUP, Faculdade de Ciências, Universidade do Porto 2CMUP, Faculdade de Economia, Universidade do Porto), Portugal
The pMAX process
H. Ferreira, M. Ferreira (University of Beira Interior, Covilhã; Minho University/DMA, Braga), Portugal
H. Ferreira, M. Ferreira (University of Beira Interior, Covilhã; Minho University/DMA, Braga), Portugal
The role of jackknife and bootstrap methodologies in reliable reduced-bias tail index estimation
Fernanda Figueiredo1, M. Fatima Brilhante2, M. Ivette Gomes3 and M. Manuela Neves4 (Universidade do Porto, Faculdade de Economia, and CEAUL; 2Universidade dos Açores, DM, and CEAUL; 3Universidade de Lisboa, FCUL, DEIO and CEAUL; 4Universidade Tecnica de Lisboa, ISA, and CEAUL), Portugal
Fernanda Figueiredo1, M. Fatima Brilhante2, M. Ivette Gomes3 and M. Manuela Neves4 (Universidade do Porto, Faculdade de Economia, and CEAUL; 2Universidade dos Açores, DM, and CEAUL; 3Universidade de Lisboa, FCUL, DEIO and CEAUL; 4Universidade Tecnica de Lisboa, ISA, and CEAUL), Portugal
Extreme value inference using small sample sizes in univariate extended to spatial contexts
D. Gabda and J.A. Tawn (Department of Mathematics and Statistics, Lancaster University), United Kingdom
D. Gabda and J.A. Tawn (Department of Mathematics and Statistics, Lancaster University), United Kingdom
Investigating the Linkages between U.S. CDS Spreads and both the Equity Market Price and Equity Market Volatility Channels: A Quantile Cointegrating Regression Approach
Hayette Gatfaoui (Rouen Business School, Economic and Finance Department), France
Hayette Gatfaoui (Rouen Business School, Economic and Finance Department), France
Jackknife and Bootstrap together in extremal index estimation
D. Prata Gomes, M. Manuela Neves (Department of Mathematics, UNL and CMA; Universidade T ecnica de Lisboa, ISA, and CEAUL), Portugal
D. Prata Gomes, M. Manuela Neves (Department of Mathematics, UNL and CMA; Universidade T ecnica de Lisboa, ISA, and CEAUL), Portugal
PORT estimation of second-order parameters
L. Henriques-Rodrigues; M. Ivette Gomes (CEAUL, University of Lisbon and Polytechnic Institute of Tomar; Universidade de Lisboa, FCUL, DEIO and CEAUL), Portugal
L. Henriques-Rodrigues; M. Ivette Gomes (CEAUL, University of Lisbon and Polytechnic Institute of Tomar; Universidade de Lisboa, FCUL, DEIO and CEAUL), Portugal
Hitting Probabilities of Standard Max-Stable Processes
Martin Hofmann (Institute of Mathematics, University of Wuerzburg), Germany
Martin Hofmann (Institute of Mathematics, University of Wuerzburg), Germany
Estimation of max-stable processes by simulated maximum likelihood
E. Koch (ISFA and CREST), France
E. Koch (ISFA and CREST), France
Conditionals normal and normal projection
B.G. Manjunath (CEAUL and DEIO, FCUL, University of Lisbon), Portugal
B.G. Manjunath (CEAUL and DEIO, FCUL, University of Lisbon), Portugal
Estimation of Max-Stable Processes
S. Engelke1, A. Malinowski2, M. Oesting2, M. Schlather2 and Z. Kabluchko3 (Faculty of Business and Economics, University of Lausanne, 2Institute for Mathematics, University of Mannheim, 3Institute of Stochastics, University of Ulm), Germany
S. Engelke1, A. Malinowski2, M. Oesting2, M. Schlather2 and Z. Kabluchko3 (Faculty of Business and Economics, University of Lausanne, 2Institute for Mathematics, University of Mannheim, 3Institute of Stochastics, University of Ulm), Germany
Spatial modeling by Generalized Pareto Process
P´al Rakonczai and Feridun Turkman (CEAUL and DEIO, Faculty of Sciences, University of Lisbon), Portugal
P´al Rakonczai and Feridun Turkman (CEAUL and DEIO, Faculty of Sciences, University of Lisbon), Portugal
Estimating of the Proportional Hazard Premium for a Heavy Tailed distribution with existence of covariate
Abdelaziz Rassoul (Laboratory of GEE, National High School of Hydraulic, Blida, Algeria)
Abdelaziz Rassoul (Laboratory of GEE, National High School of Hydraulic, Blida, Algeria)
A note on penultimate approximations and reliability of series-parallel structures
Paula Reis1, Luisa Canto e Castro2, Sandra Dias3 and M. Ivette Gomes4 (CEAUL, University of Lisbon, and EST Setubal; 2Universidade de Lisboa, FCUL, DEIO and CEAUL; 3CM-UTAD, Universidade de Tras-os-Montes e Alto Douro; 4Universidade de Lisboa, FCUL, DEIO and CEAUL), Portugal
Paula Reis1, Luisa Canto e Castro2, Sandra Dias3 and M. Ivette Gomes4 (CEAUL, University of Lisbon, and EST Setubal; 2Universidade de Lisboa, FCUL, DEIO and CEAUL; 3CM-UTAD, Universidade de Tras-os-Montes e Alto Douro; 4Universidade de Lisboa, FCUL, DEIO and CEAUL), Portugal
An exceptional max-stable process fully parametrized by its extremal coeficients
K. Strokorb, M. Schlather (Institute for Mathematical Stochastics, University of Goettingen; Institute of Mathematics, University of Mannheim), Germany
K. Strokorb, M. Schlather (Institute for Mathematical Stochastics, University of Goettingen; Institute of Mathematics, University of Mannheim), Germany
On the maximum of some integer valued models in Anderson's class
Sandra Dias, Maria da Graça Temido (CM-UTAD, Dept. of Mathematics, University of Tr as-os-Montes e Alto Douro; CMUC, Dept. Mathematics, Fac. of Sciences and Technology, University of Coimbra), Portugal
Sandra Dias, Maria da Graça Temido (CM-UTAD, Dept. of Mathematics, University of Tr as-os-Montes e Alto Douro; CMUC, Dept. Mathematics, Fac. of Sciences and Technology, University of Coimbra), Portugal
Extreme Value Theory and Sports: the Maximal Oxygen Uptake
S. Vicente, M. I. Fraga Alves and M. I. Gomes (CEAUL and DEIO, Faculty of Sciences, University of Lisbon), Portugal
S. Vicente, M. I. Fraga Alves and M. I. Gomes (CEAUL and DEIO, Faculty of Sciences, University of Lisbon), Portugal
Modelling drought in Southern Africa with Extreme Value Theory
H. Winter1, J. Tawn2 and S. Brown3 (1STOR-i DTC, Lancaster University; 2STOR-i DTC, Lancaster University, 3Met O ce, Exeter), United Kingdom
H. Winter1, J. Tawn2 and S. Brown3 (1STOR-i DTC, Lancaster University; 2STOR-i DTC, Lancaster University, 3Met O ce, Exeter), United Kingdom
A Spatio-directional splines Model for Extreme Waves in the Gulf of Mexico
Y. Wu1, P. Jonathan2, and D. Randell3 (1Shell Research Ltd., Department of Mathematics and Statistics, Lancaster University; 2Shell Research Ltd.; 3Shell Research Ltd.), United Kingdom
Y. Wu1, P. Jonathan2, and D. Randell3 (1Shell Research Ltd., Department of Mathematics and Statistics, Lancaster University; 2Shell Research Ltd.; 3Shell Research Ltd.), United Kingdom
Bivariate threshold models and the weighted bootstrap
P. Rakonczai, L.Varga and A. Zempleni (Department of Probability Theory and Statistics, Eotvos Lor and University, Budapest), Hungary
P. Rakonczai, L.Varga and A. Zempleni (Department of Probability Theory and Statistics, Eotvos Lor and University, Budapest), Hungary
On Generalized Max-Linear Models
M. Falk, M. Hofmann and M. Zott (Department of Mathematics, University of Wuerzburg), Germany
M. Falk, M. Hofmann and M. Zott (Department of Mathematics, University of Wuerzburg), Germany