Several methods have been proposed for identifying clusters of extreme values leading to estimators of the extremal index; the latter represents,in the limit, the mean-size of each cluster of thresholds exceedances. The detection of clusters of extremes is relevant for the class of processes...

Purpose: The study develops a decision support system for the spatial distribution of store flyers, identifying a number of factors related to the demand and the competition influencing the complexities of their allocation to the target population. Design/methodology/approach: The model was...

Nel corso degli ultimi anni si è assistito nel nostro Paese ad una rilevante crescita in quota della marca commerciale all’interno delle insegne leader della distribuzione moderna. Tuttavia, in uno scenario pur favorevole, la marca commerciale ha messo in evidenza una rilevante disomogeneità...

Several methods have been proposed for identifying clusters of extreme values leading to estimators of the extremal index; the latter represents,in the limit, the mean-size of each cluster of thresholds exceedances. The detection of clusters of extremes is relevant for the class of processes...

Nonparametric regression for sample extremes can be performed using a variety of techniques. The penalized spline approach for the Poisson point process model is considered. The generalized linear mixed model representation for the spline model, with its Bayesian approach to inference, turns out...

Statistical tests routinely adopted for detecting nonlinear components in time series rely on the auxiliary regression of ARMA lagged residuals, and the Lagrange multiplier test to detect ARCH components is an example. The size distortion of such test suggests adopting a weighted test, where the...