Rakonczai Pál

ELTE, research fellow

Eötvös University, Institute of Mathematics

Probability Theory and Statistics

Office : 1117 Budapest, Pázmány Péter sétány 1/C., Room: 3-415.

E-mail : paulo[at]math.elte.hu

Phone (office) : (+361) 372-2500/8529

1. Curriculum vitae
2. Recent conferences and seminars

"Bivariate generalized Pareto distribution in practice" at Uncertainty Modelling Minisymposium at OMG-Tagung-CSASC (2011), Krems, Austria [pdf]

"Bivariate generalized Pareto distribution in practice: Models and estimation" at Applied Stochastic Models and Data Analysis (2011), Rome, Italy [pdf]

"Modelling temporal trend for bivariate threshold exceedances" seminar at Edinburgh University (2010), UK [pdf]

"On modeling and prediction of multivariate extremes, with applications to environmental data" licentiate defense at Lund University (2009), Sweden [pdf]

3. M.Sc. thesis supervision

Krusper Márta: Többdimenziós extrém érték eloszlások alkalmazása biztosítási és pénzügyi adatokra ELTE, Matematikus szak

4. Selected publications

P. Rakonczai (2012) Asymmetric dependence models for bivariate threshold exceedance models [pdf] , Forum Statisticum Slovacum 1/2012, pp.25--32, ISSN 1336-7420.

P. Rakonczai and A. Zempléni (2011) Bivariate generalized Pareto distribution in practice: models and estimation [pdf] , Environmetrics, DOI:10.1002/env.1144, Wiley

P. Rakonczai, L. Márkus and A. Zempléni (2011) Autocopulas: investigating the interdependence structure of stationary time series [pdf] , Methodology and Computing in Applied Probability pp. 1-19. DOI:10.1007/s11009-011-9230-2, Springer

P. Rakonczai, A. Butler and A. Zempléni (2010) Modeling temporal trend within bivariate generalized Pareto models of logistic type [pdf] (working paper)

P. Rakonczai, and N. Tajvidi (2010) On prediction of bivariate extremes, International Journal of Intelligent Technologies and Applied Statistics Vol.3, No.2 p.115-139

P. Rakonczai (2009) On Modelling and Prediction of Multivariate Extremes, with applictaions to environmental data, Centrum Scientiarum Mathematicarum, Licentiate Theses in Mathematical Sciences 2009:05, ISSN 1404-028X [pdf]

P. Rakonczai and A. Zempléni (2008) Copulas and goodness of fit tests, Recent Advances in Stochastic Modeling and Data Analysis, p. 198-205, Word Scientific

B. Nagy , P. Rakonczai and J. Sipos (2008) Predicting health care expenditures with demographic characteristics for designing capitation payments in Hungary, Journal of Informatics and Management in Health Care, 7, p. 5-9 (in Hungarian)

B. Nagy , P. Rakonczai and L. Gulacsi (2008) Application of statistical methods to calculate capitation payments in the Hungarian health carecapitation payments in Hungary, Hungarian Statistical Review, 86, 4., p. 321-341 (in Hungarian)

D. Bozsó, P. Rakonczai and A. Zempléni (2005) Floods on river Tisza and on its aquifers, applied extreme value analysis, Hungarian Statistical Review, 83, 10-11, p. 919-936 (in Hungarian)

5. R package

mgpd: Functions for fitting multivariate threshold exceedances models in R
Version: 1.0 (bgpd version)
Depends: evd
Published: 2011-02-04
Package source: mgpd_1.0.tar.gz
Windows binary: mgpd_1.0.zip