Swimming performance index based on extreme value theory (2019)
- Authors:
- Autor USP: RODRIGUES, LIGIA CARLA PINTO HENRIQUES JORGE - IME
- Unidade: IME
- DOI: 10.1177/1747954118808068
- Subjects: ESTATÍSTICA APLICADA; INFERÊNCIA NÃO PARAMÉTRICA; ESPORTES; NATAÇÃO
- Keywords: extreme quantiles; extreme value theory; generalized Pareto distribution, sports statistics, swimming; sports statistics
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: International Journal of Sports Science & Coaching
- ISSN: 1747-9541
- Volume/Número/Paginação/Ano: v. 14, n.1, p. 51–62, 2019
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: bronze
-
ABNT
GOMES, Daniel T e HENRIQUES-RODRIGUES, Lígia. Swimming performance index based on extreme value theory. International Journal of Sports Science & Coaching, v. 14, n. 1, p. 51–62, 2019Tradução . . Disponível em: https://doi.org/10.1177/1747954118808068. Acesso em: 18 abr. 2024. -
APA
Gomes, D. T., & Henriques-Rodrigues, L. (2019). Swimming performance index based on extreme value theory. International Journal of Sports Science & Coaching, 14( 1), 51–62. doi:10.1177/1747954118808068 -
NLM
Gomes DT, Henriques-Rodrigues L. Swimming performance index based on extreme value theory [Internet]. International Journal of Sports Science & Coaching. 2019 ; 14( 1): 51–62.[citado 2024 abr. 18 ] Available from: https://doi.org/10.1177/1747954118808068 -
Vancouver
Gomes DT, Henriques-Rodrigues L. Swimming performance index based on extreme value theory [Internet]. International Journal of Sports Science & Coaching. 2019 ; 14( 1): 51–62.[citado 2024 abr. 18 ] Available from: https://doi.org/10.1177/1747954118808068 - Location-invariant reduced-bias tail index estimation under a third-order framework
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- Resampling-based methodologies in statistics of extremes: environmental and financial applications
- Adaptive estimation for light-tailed models
- Corrected-Hill versus partially reduced-bias value-at-risk estimation
- Competitive estimation of the extreme value index
- Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison
- Reduced‐bias kernel estimators of a positive extreme value index
- PORT estimation of parameters of extreme events through generalized means
- Generalized means and peaks over random thresholds value-at-risk estimation
Informações sobre o DOI: 10.1177/1747954118808068 (Fonte: oaDOI API)
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