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Seminário do
Grupo de Inferência Bayesiana (GIB-UFSCar/USP)
27/03/2009-15
horas ( horário especial)
Sala de seminários do Departamento de Estatística- UFSCar-São Carlos-SP Título:
Dispersion Models for Extremes
Bent Jørgensen Department of Statistics, University of Southern Denmark We propose extreme value analogues of natural exponential families and exponential dispersion models, and introduce the slope function as an analogue of the variance function. The set of quadratic and power slope functions characterize well-known families such as the Rayleigh, Gumbel, power, Pareto, logistic, negative exponential, Weibull and Fréchet. We show a convergence theorem for slope functions, by which we may express the classical extreme value convergence results in terms of asymptotics for extreme dispersion models. The main idea is to explore the parallels between location families and natural exponential families, and between the convolution and minimum operations. This is joint work with Yuri Goegebeur and José Raúl Martínez. The paper is available on ArXiv: http://arxiv.org/abs/0712.4323 Estão todos convidados para este seminário especial às
15:00 h. Lembramos que neste semestre o GIB realizará mensalmente um
seminário conjunto com o ICMC-USP. Abraços,
Josemar |