On the Hill estimator: a comparison of methods

Extreme value theory (EVT) deals with the occurrence of extreme phenomena. The tail index is a very important parameter appearing in the estimation of the probability of rare events. Under a semiparametric framework, inference requires the choice of a number k of upper order statistics to be considered. This is the crux of the matter and there is no definite formula to do it, since a small k leads to high variance and large values of k tend to increase the bias. Several methodologies have emerged in literature, specially concerning the most popular Hill estimator (Hill, 1975). In this work we compare through simulation well-known procedures presented in Drees and Kaufmann (1998), Matthys and Beirlant (2000), Beirlant et al. (2002) and de Sousa and Michailidis (2004), with a heuristic scheme considered in Frahm et al. (2005) within the estimation of a different tail measure but with a similar context. We will see that the new method may be an interesting alternative.

Introducing resistance genes against ToMV, TYLCV and TSWV infections in two tomato varieties (Muchamiel and De la Pera)

Dissertação de mestrado em Biologia Molecular, Biotecnologia e Bioempreendedorismo em Plantas

Avaliação quantitativa da geodiversidade: desenvolvimento de instrumentos metodológicos com aplicação ao ordenamento do território

Tese de Doutoramento em Ciências (Especialidade de Geologia)

The application of the equivalent annulus width concept in thermal diffusion separations

The equivalent annulus width concept is used to characterize a small commercial thermogravitational hermal diffusion column and its validity checked experimentally by separating batchwise in the column mixtures of n-heptanebenzene with different initial concentrations. The equation of Ruppell and Coull was used to analyse the data in the short separation times range and determine the equivalent annulus width. Good agreement was obtained between the experimental and predicted time-separation curves when using the equivalent annulus width value and on averaged value of the thermal diffusion constant. A new method is presented for the simultaneous determination of the equivalent annulus width and the thermal diffusion constant of a binary mixture from a single set of experimental data.