Search for dissertations about: "Extreme value theory"

Showing result 1 - 5 of 33 swedish dissertations containing the words Extreme value theory.

  1. 1. Some Contributions to Description and Validation of the Extreme Value Distribution

    Author : MirNabi PirouziFard; Statistiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; weighted least squares estimator.; probability plot; power of tests; extreme value distribution; variances and covariances; goodness-of-fit tests; order statistics; Approximations of means;

    Abstract : This thesis focuses on the validation and description of the Gumbel distribution. Since this is a scale and location parameter distribution, the generalized least squares regression of the order statistics on the expected values can be used, without the necessity of iteration, to obtain the best linear unbiased estimates of the parameters. READ MORE

  2. 2. Dynamics and Extreme Value Problems for Moored Floating Platforms

    Author : Yungang Liu; Chalmers University of Technology; []
    Keywords : quasi-static; frequency-domain; extreme value; convolution; floating platform; low-frequency; time-domain; mooring cable; wave-frequency;

    Abstract : This research deals with the dynamic response analyses and extreme value problems of moored floating platforms. It can be divided into three major subjects: first, the analysis of single cables and cable induced mooring damping; second, the dynamic analysis of the moored platforms, with special emphasis on the damping mechanisms and generation of the low-frequency excitation force time series; and third, the extreme wave-frequency responses and the combination of the low-frequency and wave-frequency extreme responses. READ MORE

  3. 3. On Safety Validation of Automated Driving Systems using Extreme Value Theory

    Author : Daniel Åsljung; Chalmers University of Technology; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Verification; Autonomous Vehicles; Performance Evaluation; Automotive;

    Abstract : Autonomous vehicles are expected to bring safer and more convenient transports in the future. When the system in the vehicle takes care of the driving, the driver is free to spend time on other things. READ MORE

  4. 4. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics

    Author : Dmitrii Zholud; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Extreme Value Statistics; High-Throughput Screening; HTS; Bioinformatics; analysis of huge datasets; quality control; correction of theoretical p-values; comparison of pre-processing methods; SmartTail; estimation of False Discovery Rates; test power; distribution tail; high level excursions; quantile estimation; multiple testing; Student t−test; Welch statistic; small sample sizes; F−test; Wiener process; Gaussian random walk; Shepp statistic; limit theorems; exotic options.; estimation of False Discovery Rates;

    Abstract : This thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described here, however, are applicable to statistical analysis of huge datasets in general. The main results are covered in four papers. READ MORE

  5. 5. Survey estimation for highly skewed data

    Author : Forough Karlberg; Chris Skinner; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Extreme values; skewed populations; model-based inference; superpopulation; lognormal distribution; statistik; Statistics;

    Abstract : Estimation of the population total of a highly skewed survey variable from a small sample is problematic if straightforward methods are used since (i) when there are no extreme values in the sample, too small estimates will be obtained (ii) if extreme values are sampled, the estimates will become grotesquely large. Traditional methods for outlier treatment will usually compensate for outliers in the sample, thereby avoiding (ii), whereas the small negative bias of (i) will persist. READ MORE