16 citations · 21 across the 5 of their papers we have counts for
5 papers
Estimating the tail index of Pareto-type distributions from geometric records
Martín Alcalde, Raúl Gouet, Miguel Lafuente +2
In this paper, we develop a novel inferential approach based on geometric records for estimating the tail index of heavy-tailed distributions. We construct a maximum likelihood est…
Estimating hazard rates from -records in discrete distributions
Martín Alcalde, Miguel Lafuente, F. Javier López +2
This paper focuses on nonparametric statistical inference of the hazard rate function of discrete distributions based on -record data. We derive the explicit expression of the m…
Characterisation of distributions via record-like observations
Raúl Gouet, Miguel Lafuente, F. Javier López +1
We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as -records. For an independent and identica…
Spatial modeling of day-within-year temperature time series: an examination of daily maximum temperatures in Aragón, Spain
Jorge Castillo-Mateo, Miguel Lafuente, Jesús Asín +3
Acknowledging a considerable literature on modeling daily temperature data, we propose a multi-level spatio-temporal model which introduces several innovations in order to explain…
Exact and asymptotic properties of -records in the linear drift model
Raúl Gouet, Miguel Lafuente, F. Javier López +1
The study of records in the Linear Drift Model (LDM) has attracted much attention recently due to applications in several fields. In the present paper we study -records in the L…