Sökning: "multivariate Pareto distribution"

Hittade 2 avhandlingar innehållade orden multivariate Pareto distribution.

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

    Författare :Nader Tajvidi; Göteborgs universitet; []
    Nyckelord :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; 62E20;

    Sammanfattning : 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. LÄS MER

  3. 2. On Methods for Real Time Sampling and Distributions in Sampling

    Författare :Kadri Meister; Daniel Thorburn; Umeå universitet; []
    Nyckelord :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; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Sammanfattning : 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. LÄS MER