Vol. 6 No. 1 (2008): REVSTAT-Statistical Journal

View Vol. 6 No. 1 (2008): REVSTAT-Statistical Journal

Recent years have witnessed a vigorous growth in the use of Extreme Value Theory and Statistics of Extremes, with relevance to applications in a broad spectrum of areas, ranging for example from natural hazards in geophysics and the environment to rare events in financial risk.

This special issue of REVSTAT – Statistical Review aims at giving the readers a flavor of this exciting area of research, through recent advances in the field. Statistics of Extremes and Related Fields consists of six articles authored by prominent researchers who participated in the 56th Session of the International Statistical Institute, which was held in Portugal, Lisbon, from August 22–29, 2007.

Published: 2008-03-17

Full Issue

REVSTAT2008v6n1

Foreword

Jan Beirlant , M. Isabel Fraga Alves , Ross Leadbetter

Article

Minimum-Variance Reduced-Bias Tail Index and High Quantile Estimation

Frederico Caeiro , M. Ivette Gomes

1–20
- REVSTAT2008v6n1_1
A Geostatistical Exploratory Analysis of Precipitation Extremes in Southern Portugal

Ana Cristina Costa , Rita Durão , Amílcar Soares , Maria João Pereira

21–32
- REVSTAT2008v6n1_2
Improving Probability-Weighted Moment Methods for the Generalized Extreme Value Distribution

Jean Diebolt , Armelle Guillou , Philippe Naveau , Pierre Ribereau

33–50
- REVSTAT2008v6n1_3
Linking Pareto-Tail Kernel Goodness-Offit Statistics with Tail Index at Optimal Threshold and Second Order Estimation

Yuri Goegebeur , Jan Beirlant , Tertius de Wet

51–69
- REVSTAT2008v6n1_4
On Extreme Value Analysis of a Spatial Process

Laurens de Haan , Chen Zhou

71–81
- REVSTAT2008v6n1_5
Testing Extreme Value Conditions — an Overview and Recent Approaches

Cláudia Neves , M. Isabel Fraga Alves

83–100
- REVSTAT2008v6n1_6