Survival data oftern contain small area geographical or spatial information, such as the residence of individuals. In many cases the impact of such spatial effects on hazard rates is of considerable substantive interest. Therefore, extensions of known survival or hazard rate models to spatial...

Time series of financial asset values exhibit well known statistical features such as heavy tails and volatility clustering. Strongly present in some series, nonstationarity is a feature that has been somewhat overlooked. This may however be a highly relevant feature when estimating extreme...

In this paper, the iterated conditional modes optimization method of a Markov random field technique for image segmentation is generalized based on Tsallis statistics. It is observed that, for some q entropic index values the new algorithm performs better segmentation than the classical one. The...

Time series of financial asset values exhibit well-known statistical features such as heavy tails and volatility clustering. We propose a nonparametric extension of the classical Peaks-Over-Threshold method from extreme value theory to fit the time varying volatility in situations where the...