most citedThe Mean/Max Statistic in Extreme Value Analysis

1 citations · 1 across the 1 of their papers we have counts for

collaborators

5 papers

physics.soc-ph2019

The brevity law as a scaling law, and a possible origin of Zipf's law for word frequencies

Alvaro Corral, Isabel Serra

An important body of quantitative linguistics is constituted by a series of statistical laws about language usage. Despite the importance of these linguistic laws, some of them are…

physics.data-an2019

Time window to constrain the corner value of the global seismic-moment distribution

Alvaro Corral, Isabel Serra

It is well accepted that, at the global scale, the Gutenberg-Richter (GR) law describing the distribution of earthquake magnitude or seismic moment has to be modified at the tail t…

physics.data-an2019

Universality of power-law exponents by means of maximum likelihood estimation

Víctor Navas-Portella, Álvaro González, Isabel Serra +2

Power-law type distributions are extensively found when studying the behaviour of many complex systems. However, due to limitations in data acquisition, empirical datasets often on…

math.ST20161 cited

The Mean/Max Statistic in Extreme Value Analysis

Paul Rochet, Isabel Serra

Most extreme events in real life can be faithfully modeled as random realizations from a Generalized Pareto distribution, which depends on two parameters: the scale and the shape.…

math.ST2012

The full-tails gamma distribution applied to model extreme values

Joan del castillo, Jalila Daoudi, Isabel Serra

In this article we show the relationship between the Pareto distribution and the gamma distribution. This shows that the second one, appropriately extended, explains some anomalies…