{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,26]],"date-time":"2025-03-26T09:14:37Z","timestamp":1742980477852,"version":"3.40.3"},"publisher-location":"Cham","reference-count":32,"publisher":"Springer Nature Switzerland","isbn-type":[{"type":"print","value":"9783031371073"},{"type":"electronic","value":"9783031371080"}],"license":[{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023]]},"DOI":"10.1007\/978-3-031-37108-0_6","type":"book-chapter","created":{"date-parts":[[2023,6,30]],"date-time":"2023-06-30T04:01:42Z","timestamp":1688097702000},"page":"84-96","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Computational Procedures for Improving Extreme Value Estimation in Time Series Modelling"],"prefix":"10.1007","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-5165-2346","authenticated-orcid":false,"given":"Dora Prata","family":"Gomes","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-1026-6078","authenticated-orcid":false,"given":"Clara","family":"Cordeiro","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0003-2468-3857","authenticated-orcid":false,"given":"Manuela","family":"Neves","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2023,7,1]]},"reference":[{"key":"6_CR1","unstructured":"Fraga Alves, M.I., Gomes, M.I., de Haan, L.: A new class of semi-parametric estimators of the second order parameter. Portugaliae Math. 60(2), 193\u2013214 (2003)"},{"issue":"2","key":"6_CR2","first-page":"113","volume":"3","author":"F Caeiro","year":"2005","unstructured":"Caeiro, F., Gomes, M.I., Pestana, D.: Direct reduction of bias of the classical hill estimator. REVSTAT-Stat. J. 3(2), 113\u2013136 (2005)","journal-title":"REVSTAT-Stat. J."},{"key":"6_CR3","doi-asserted-by":"publisher","unstructured":"Carlstein, E.: The use of subseries values for estimating the variance of a general statistic from a stationary sequence. Ann. Stat. 14(3), 1171\u20131179 (1986). https:\/\/doi.org\/10.1214\/aos\/1176350057","DOI":"10.1214\/aos\/1176350057"},{"key":"6_CR4","unstructured":"Cordeiro, C., Neves, M.M.: Forecasting time series with boot.expos procedure. REVSTAT-Stat. J. 7(2), 135\u2013149 (2009)"},{"key":"6_CR5","doi-asserted-by":"publisher","unstructured":"Cordeiro, C., Neves, M.M.: Boot.EXPOS in NNGC competition. In: The 2010 International Joint Conference on Neural Networks (IJCNN), pp. 1\u20137. IEEE (2010). https:\/\/doi.org\/10.1109\/ijcnn.2010.5596361","DOI":"10.1109\/ijcnn.2010.5596361"},{"key":"6_CR6","doi-asserted-by":"crossref","unstructured":"Cordeiro, C., Prata Gomes, D., Neves, M.M.: Time series procedures to improve extreme quantile estimation. In: Statistical Modelling and Risk Analysis: Selected contributions from ICRA9, Springer Proceedings in Mathematics & Statistics, submitted. Springer (2023)","DOI":"10.1007\/978-3-031-39864-3_6"},{"key":"6_CR7","doi-asserted-by":"publisher","unstructured":"Efron, B.: Bootstrap methods: another look at the jackknife. Ann. Stat. 7(1) (1979). https:\/\/doi.org\/10.1214\/aos\/1176344552","DOI":"10.1214\/aos\/1176344552"},{"issue":"507","key":"6_CR8","doi-asserted-by":"publisher","first-page":"991","DOI":"10.1080\/01621459.2013.823775","volume":"109","author":"B Efron","year":"2014","unstructured":"Efron, B.: Estimation and accuracy after model selection. J. Am. Stat. Assoc. 109(507), 991\u20131007 (2014). https:\/\/doi.org\/10.1080\/01621459.2013.823775","journal-title":"J. Am. Stat. Assoc."},{"issue":"2","key":"6_CR9","doi-asserted-by":"publisher","first-page":"180","DOI":"10.1017\/s0305004100015681","volume":"24","author":"RA Fisher","year":"1928","unstructured":"Fisher, R.A., Tippett, L.H.C.: Limiting forms of the frequency distribution of the largest or smallest member of a sample. Math. Proc. Cambr. Philos. Soc. 24(2), 180\u2013190 (1928). https:\/\/doi.org\/10.1017\/s0305004100015681","journal-title":"Math. Proc. Cambr. Philos. Soc."},{"key":"6_CR10","first-page":"93","volume":"6","author":"M Fr\u00e9chet","year":"1927","unstructured":"Fr\u00e9chet, M.: Sur la loi de probabilit\u00e9 de l\u2019\u00e9cart maximum. Ann. Soc. Math. Polon. 6, 93\u2013116 (1927)","journal-title":"Ann. Soc. Math. Polon."},{"issue":"3","key":"6_CR11","doi-asserted-by":"publisher","first-page":"423","DOI":"10.2307\/1968974","volume":"44","author":"B Gnedenko","year":"1943","unstructured":"Gnedenko, B.: Sur la distribution limite du terme maximum d\u2019une serie aleatoire. Ann. Math. 44(3), 423\u2013453 (1943). https:\/\/doi.org\/10.2307\/1968974","journal-title":"Ann. Math."},{"key":"6_CR12","doi-asserted-by":"publisher","unstructured":"Gomes, M.I., Martins, M.J.: \u201casymptotically unbiased\u201d estimators of the tail index based on external estimation of the second order parameter. Extremes 5(1), 5\u201331 (2002). https:\/\/doi.org\/10.1023\/a:1020925908039","DOI":"10.1023\/a:1020925908039"},{"issue":"2","key":"6_CR13","first-page":"115","volume":"5","author":"E Gumbel","year":"1935","unstructured":"Gumbel, E.: Les valeurs extr\u00eames des distributions statistiques. Ann.de l\u2019institut Henri Poincar\u00e9 5(2), 115\u2013158 (1935)","journal-title":"Ann.de l\u2019institut Henri Poincar\u00e9"},{"key":"6_CR14","unstructured":"Haan, L.: Regular variation and its application to the weak convergence of sample extremes. Math. Centre Tracts 32 (1970)"},{"issue":"2","key":"6_CR15","doi-asserted-by":"publisher","first-page":"231","DOI":"10.1016\/0304-4149(85)90212-1","volume":"20","author":"P Hall","year":"1985","unstructured":"Hall, P.: Resampling a coverage pattern. Stoch. Process. Appl. 20(2), 231\u2013246 (1985). https:\/\/doi.org\/10.1016\/0304-4149(85)90212-1","journal-title":"Stoch. Process. Appl."},{"key":"6_CR16","doi-asserted-by":"publisher","unstructured":"Hill, B.M.: A simple general approach to inference about the tail of a distribution. Ann. Stat. 3(5) (1975). https:\/\/doi.org\/10.1214\/aos\/1176343247","DOI":"10.1214\/aos\/1176343247"},{"key":"6_CR17","unstructured":"Hyndman, R., et al.: forecast: Forecasting functions for time series and linear models (2023). https:\/\/pkg.robjhyndman.com\/forecast\/, R package version 8.21"},{"key":"6_CR18","doi-asserted-by":"crossref","unstructured":"Hyndman, R., Athanasopoulos, G.: Forecasting: Principles and Practice, 2nd edn. OTexts, Australia (2018)","DOI":"10.32614\/CRAN.package.fpp2"},{"key":"6_CR19","doi-asserted-by":"publisher","unstructured":"Krause, J.: Introduction to Bootstrap. Apress (2016). https:\/\/doi.org\/10.1007\/978-1-4842-2382-6-2","DOI":"10.1007\/978-1-4842-2382-6-2"},{"key":"6_CR20","doi-asserted-by":"publisher","unstructured":"Kunsch, H.R.: The jackknife and the bootstrap for general stationary observations. Ann. Stat. 17(3) (1989). https:\/\/doi.org\/10.1214\/aos\/1176347265","DOI":"10.1214\/aos\/1176347265"},{"key":"6_CR21","doi-asserted-by":"publisher","unstructured":"Leadbetter, M.R.: Extremes and local dependence in stationary sequences. Tech. rep. (1982). https:\/\/doi.org\/10.21236\/ada120180","DOI":"10.21236\/ada120180"},{"key":"6_CR22","unstructured":"Liu, R.Y.: Moving blocks jackknife and bootstrap capture weak dependence. Explor. Limits Bootstrap (1992)"},{"issue":"3","key":"6_CR23","doi-asserted-by":"publisher","first-page":"993","DOI":"10.1214\/aoms\/1177700071","volume":"36","author":"RM Loynes","year":"1965","unstructured":"Loynes, R.M.: Extreme values in uniformly mixing stationary stochastic processes. Ann. Math. Stat. 36(3), 993\u2013999 (1965). https:\/\/doi.org\/10.1214\/aoms\/1177700071","journal-title":"Ann. Math. Stat."},{"key":"6_CR24","unstructured":"Mises, R.V.: La distribution de la plus grande de n valeurs. Rev. Math. Union Interbalcanique 1, 141\u2013160 (1936)"},{"issue":"3","key":"6_CR25","doi-asserted-by":"publisher","first-page":"1322","DOI":"10.1214\/aoms\/1177703288","volume":"35","author":"GF Newell","year":"1964","unstructured":"Newell, G.F.: Asymptotic extremes for $$m$$-dependent random variables. Ann. Math. Stat. 35(3), 1322\u20131325 (1964). https:\/\/doi.org\/10.1214\/aoms\/1177703288","journal-title":"Ann. Math. Stat."},{"issue":"2","key":"6_CR26","doi-asserted-by":"publisher","first-page":"248","DOI":"10.1017\/s0001867800045729","volume":"7","author":"GL O\u2019Brien","year":"1975","unstructured":"O\u2019Brien, G.L.: The maximum term of uniformly mixing stationary processes. Adv. Appl. Prob. 7(2), 248\u2013248 (1975). https:\/\/doi.org\/10.1017\/s0001867800045729","journal-title":"Adv. Appl. Prob."},{"issue":"1","key":"6_CR27","doi-asserted-by":"publisher","first-page":"68","DOI":"10.1111\/j.2517-6161.1949.tb00023.x","volume":"11","author":"MH Quenouille","year":"1949","unstructured":"Quenouille, M.H.: Approximate tests of correlation in time-series. J. R. Stat. Soc. Series B (Methodol.) 11(1), 68\u201384 (1949). https:\/\/doi.org\/10.1111\/j.2517-6161.1949.tb00023.x","journal-title":"J. R. Stat. Soc. Series B (Methodol.)"},{"issue":"3\/4","key":"6_CR28","doi-asserted-by":"publisher","first-page":"353","DOI":"10.2307\/2332914","volume":"43","author":"MH Quenouille","year":"1956","unstructured":"Quenouille, M.H.: Notes on bias in estimation. Biometrika 43(3\/4), 353 (1956). https:\/\/doi.org\/10.2307\/2332914","journal-title":"Biometrika"},{"issue":"6","key":"6_CR29","doi-asserted-by":"publisher","first-page":"1187","DOI":"10.1214\/aos\/1176345636","volume":"9","author":"K Singh","year":"1981","unstructured":"Singh, K.: On the asymptotic accuracy of Efron\u2019s bootstrap. Ann. Stat. 9(6), 1187\u20131195 (1981). https:\/\/doi.org\/10.1214\/aos\/1176345636","journal-title":"Ann. Stat."},{"key":"6_CR30","unstructured":"Stephenson, A.G.: EVD: extreme value distributions. R News 2(2) (2002). https:\/\/CRAN.R-project.org\/doc\/Rnews\/"},{"key":"6_CR31","doi-asserted-by":"crossref","first-page":"614","DOI":"10.1214\/aoms\/1177706647","volume":"29","author":"J Tukey","year":"1958","unstructured":"Tukey, J.: Bias and confidence in not quite large samples. Ann. Math. Statist. 29, 614 (1958)","journal-title":"Ann. Math. Statist."},{"issue":"364","key":"6_CR32","doi-asserted-by":"publisher","first-page":"812","DOI":"10.1080\/01621459.1978.10480104","volume":"73","author":"I Weissman","year":"1978","unstructured":"Weissman, I.: Estimation of parameters and large quantiles based on the k largest observations. J. Am. Stat. Assoc. 73(364), 812\u2013815 (1978). https:\/\/doi.org\/10.1080\/01621459.1978.10480104","journal-title":"J. Am. Stat. Assoc."}],"container-title":["Lecture Notes in Computer Science","Computational Science and Its Applications \u2013 ICCSA 2023 Workshops"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-031-37108-0_6","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,10,23]],"date-time":"2024-10-23T10:42:24Z","timestamp":1729680144000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-031-37108-0_6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023]]},"ISBN":["9783031371073","9783031371080"],"references-count":32,"URL":"https:\/\/doi.org\/10.1007\/978-3-031-37108-0_6","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2023]]},"assertion":[{"value":"1 July 2023","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"ICCSA","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Conference on Computational Science and Its Applications","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Athens","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Greece","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2023","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"3 July 2023","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"6 July 2023","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"23","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"iccsa2023","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/iccsa.org\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Single-blind","order":1,"name":"type","label":"Type","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"Custom based on Cyberchair 4","order":2,"name":"conference_management_system","label":"Conference Management System","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"283","order":3,"name":"number_of_submissions_sent_for_review","label":"Number of Submissions Sent for Review","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"67","order":4,"name":"number_of_full_papers_accepted","label":"Number of Full Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"13","order":5,"name":"number_of_short_papers_accepted","label":"Number of Short Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"24% - The value is computed by the equation \"Number of Full Papers Accepted \/ Number of Submissions Sent for Review * 100\" and then rounded to a whole number.","order":6,"name":"acceptance_rate_of_full_papers","label":"Acceptance Rate of Full Papers","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"2.5","order":7,"name":"average_number_of_reviews_per_paper","label":"Average Number of Reviews per Paper","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"8,5","order":8,"name":"average_number_of_papers_per_reviewer","label":"Average Number of Papers per Reviewer","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"Yes","order":9,"name":"external_reviewers_involved","label":"External Reviewers Involved","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"PHD Showcase Papers: 6(for main conf) \/ For ICCSA 2023 Workshops 876 subm sent, 350 full papers and 29 short papers accepted, additional PHD Showcase Papers: 2","order":10,"name":"additional_info_on_review_process","label":"Additional Info on Review Process","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}}]}}