Search for dissertations about: "multivariate Pareto distribution"

Found 2 swedish dissertations containing the words multivariate 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. On Methods for Real Time Sampling and Distributions in Sampling

    University dissertation from Umeå : Matematisk statistik

    Author : Kadri Meister; Umeå universitet.; [2004]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Finite population sampling; inferential issues; real time sampling; sequential sampling methods; negative sampling correlations; model-design-based inference; multivariate Bernoulli and multinomial designs; Matematisk statistik; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Abstract : This thesis is composed of six papers, all dealing with the issue of sampling from a finite population. We consider two different topics: real time sampling and distributions in sampling. The main focus is on Papers A–C, where a somewhat special sampling situation referred to as real time sampling is studied. READ MORE