Vol. 4 No. 2 (2006): REVSTAT-Statistical Journal

Article

• Improvements in the Estimation of a Heavy Tail

  Orlando Oliveira , M. Ivette Gomes , M. Isabel Fraga Alves

  81–109

  • REVSTAT2006v4n2_1

• Performance of the EM Algorithm on the Identification of a Mixture of Watson Distributions Defined on the Hypersphere

  Adelaide Figueiredo , Paulo Gomes

  111–130

  • REVSTAT2006v4n2_2

• A Lognormal Model for Insurance Claims Data

  Daiane Aparecida Zuanetti , Carlos A. R. Diniz , José Galvão Leite

  131–142

  • REVSTAT2006v4n2_3

• A New Dependence Condition for Time Series and the Extremal Index of Higher-Order Markov Chains

  Helena Ferreira

  143–151

  • REVSTAT2006v4n2_4

• Decompositions of Symmetry Model into Marginal Homogeneity and Distance Subsymmetry in Square Contingency Tables with Ordered Categories

  Sadao Tomizawa , Nobuko Miyamoto , Masami Ouchi

  153–161

  • REVSTAT2006v4n2_5

• Comparison of Weibull Tail-Coefficient Estimators

  Laurent Gardes , Stéphane Girard

  163–188

  • REVSTAT2006v4n2_6