Search for dissertations about: "Anna Rudvik"

Found 1 swedish dissertation containing the words Anna Rudvik.

2. 1. Dependence Structures in Stable Mixture Models with an Application to Extreme Precipitation

   Author : Anna Rudvik; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; multivariate extreme value theory; mixture model; stable variable; dependence measure;

   Abstract : In this thesis we study a class of mixture models obtained by mixing extreme value distributions over a positive stable distribution. This depicts a group structure, where the stable distribution is a group specific quantity and a function of the surroundings. The stable mixture models possess a number of interesting characteristics. READ MORE