Topics in data analysis using R in extreme value theory

Helena Penalva (Avtor), Manuela Neves (Avtor), Sandra Cristina Dias Nunes (Avtor)

Povzetek

The Statistical Extreme Value Theory has grown gradually from the beginning of the 20th century. Its unquestionable importance in applications was definitely recognized after Gumbelʼs book in 1958, Statistics of Extremes. Nowadays there is a wide number of applied sciences where extreme value statistics are largely used. So, accurately modeling extreme events has become more and more important and the analysis requires tools that must be simple to use but also should consider complex statistical models in order to produce valid inferences. To deal with accurate, friendly, free and open-source software is of great value for practitioners and researchers. This paper presents a review of the main steps for initializing a data analysis of extreme values in R environment. Some well documented packages are briefly described and two data sets will be considered for illustrating the use of some functions.

Ključne besede

statistika;teorija ekstremnih vrednosti;analiza podatkov;

Podatki

Jezik:	Angleški jezik
Leto izida:	2013
Tipologija:	1.01 - Izvirni znanstveni članek
Organizacija:	UL FDV - Fakulteta za družbene vede
Založnik:	Fakulteta za družbene vede
UDK:	311:519.2
COBISS:	32231517
ISSN:	1854-0023
Št. ogledov:	974
Št. prenosov:	194
Ocena:	0 (0 glasov)
Metapodatki:

Ostali podatki

Sekundarni jezik:	Slovenski jezik
URN:	URN:NBN:SI
Vrsta dela (COBISS):	Delo ni kategorizirano
Strani:	str. 17-29
Letnik:	ǂVol. ǂ10
Zvezek:	ǂno. ǂ1
Čas izdaje:	2013
ID:	9094836