Search for dissertations about: "generalised Pareto distribution"

Found 2 swedish dissertations containing the words generalised Pareto distribution.

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

    University dissertation from Göteborg : Chalmers University of Technology

    Author : Nader Tajvidi; Lunds universitet.; Lund University.; Lunds universitet.; Lund University.; Göteborgs universitet.; Gothenburg University.; [1996]
    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;

    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. A rather recent approach for modelling extreme events is the so called peak over threshold (POT) method. READ MORE

  2. 2. Techniques to Calculate Exact Inclusion Probabilities for Conditional Poisson Sampling and Pareto .pi.ps Sampling Designs

    University dissertation from Göteborg : Chalmers University of Technology

    Author : Nibia Aires; Göteborgs universitet.; Gothenburg University.; [2000]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; sampling theory; conditional Poisson sampling; Pareto pips sampling; order sampling; numerical integration; algorithms;

    Abstract : This thesis consists of five papers and treats two finite population sampling methods, viz. the Conditional Poisson and the Pareto .pi.ps sampling schemes. READ MORE