Search for dissertations about: "simulation AMS 1991 subject classification: 62F11"
Found 1 swedish dissertation containing the words simulation AMS 1991 subject classification: 62F11.
1. Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto DistributionsUniversity dissertation from Göteborg : Chalmers University of Technology
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