Margarida Brito's Annual Report (2014)
Year:
2014
Brief description of the research activities:
Study of important characteristics of extreme earthquakes using concepts and results of Extreme Value Theory with focus on the tails of the seismic moment distributions and on the estimation of correspondent relevant parameters, such as, the tail index and high order quantiles, using the geometric-type estimators.
Selection of the number of upper order statistics used in the estimation of the tail index and related parameters for Pareto-type distribution families following different approaches, with special attention to an empirical procedure particularly adapted to the geometric-type estimator.
Preprints:
Papers accepted for publication in peer reviewed journals:
Margarida Brito
Articles accepted for publication in peer reviewed proceedings:
Margarida Brito, Modelling of extremal earthquakes, International Conference and Advanced School Planet Earth, Mathematics of Energy and Climate Change, CIM Series in Mathematical Sciences, Springer, Bourguignon, J.-P., Jeltsch, R., Pinto, A., Viana, M.
Communications in international conferences :
Title:
Threshold selection and tail least squares type estimators
Name of the event:
CFE-ERCIM 2014
Host institution:
Start and end date:
Saturday, 6 December, 2014 to Monday, 8 December, 2014
Location / City:
Pisa
Country:
Italy
Talks / Seminars / Courses :
Student Mentoring:
Extreme Values. High order quantiles and applications, 2014, SFRH/BD/60642/2009
Melânia Quitéria Viana de Carvalho, Necessidade de utilização de tábuas de mortalidade geracionais na tarifação de rendas vitalícias, 2014
Editorial activities:
Reviewer of 2 papers for CIM Series in Mathematical Sciences, 2nd volume, Springer.