Search for dissertations about: "Nader Tajvidi"

Found 3 swedish dissertations containing the words Nader Tajvidi.

2. 1. Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto Distributions

   Author : Nader Tajvidi; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; generalised Pareto distribution; multivariate extreme value theory; multivariate Pareto distribution; small sample properties; Bartlett s correction; maximum likelihood; statistical computations; simulation AMS 1991 subject classification: 62F11; 62E20; 60F17; 65U05; 62E20;

   Abstract : Extreme value theory is about the distributions of very large or very small values in a time series or stochastic process. This has numerous applications connected with environmental science, civil engineering, materials science and insurance. READ MORE

4. 2. Multivariate generalised Pareto distributions

   Author : Nader Tajvidi; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : .... READ MORE

5. 3. Change point detection with respect to variance

   Author : Elias Erdtman; Martin Singull; Dietrich von Rosen; Nader Tajvidi; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis examines a simple method for detecting a change with respect to the variance in a sequence of independent normally distributed observations with a constant mean. The method filters out observations with extreme values and divides the sequence into equally large subsequences. READ MORE