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1. 1. Dependence Structures in Stable Mixture Models with an Application to Extreme Precipitation

   Författare :Anna Rudvik; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; multivariate extreme value theory; mixture model; stable variable; dependence measure; mixture model;

   Sammanfattning : In this thesis we study a class of mixture models obtained by mixing extreme value distributions over a positive stable distribution. This depicts a group structure, where the stable distribution is a group specific quantity and a function of the surroundings. The stable mixture models possess a number of interesting characteristics. LÄS MER