Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/27449
Título: | A study of exponential-type tails applied to Birnbaum-Saunders models |
Autor(es): | Ferreira, Marta Susana |
Palavras-chave: | Exponential-tail models Extreme value theory Penultimate approximation |
Data: | 2013 |
Editora: | Chilean Statistical Society |
Revista: | Chilean J. Statist. |
Resumo(s): | Birnbaum-Saunders distributions have increasingly been used in environmental sciences applications. A major concern is the adjustment of extreme quantiles. Environmental data have often tails in the Gumbel domain which corresponds to a null tail index and does not allow us to distinguish the different tail weights that might exist between distributions within this domain. Exponential-tail distributions form an important subgroup with the peculiarity of including a parameter that specifies the “penultimate” tail behavior. In particular, we analyze the penultimate tail behavior of Birnbaum- Saunders distributions. We find examples with“heavier” tails than the classical one that can better accommodate environmental data highly concentrated on the right tail. This is illustrated with an application. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/27449 |
ISSN: | 0718-7912 0718-7920 |
Versão da editora: | http://chjs.soche.cl/papers/vol4n1_2013/ChJS-04-01-06.pdf |
Arbitragem científica: | yes |
Acesso: | Acesso aberto |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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chjs_07812.pdf | Documento principal | 125,23 kB | Adobe PDF | Ver/Abrir |