Sökning: "Nader Tajvidi"

Hittade 3 avhandlingar innehållade orden Nader Tajvidi.

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. Multivariate generalised Pareto distributions

   Författare :Nader Tajvidi; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : .... LÄS MER

4. 3. Change point detection with respect to variance

   Författare :Elias Erdtman; Martin Singull; Dietrich von Rosen; Nader Tajvidi; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis examines a simple method for detecting a change with respect to the variance in a sequence of independent normally distributed observations with a constant mean. The method filters out observations with extreme values and divides the sequence into equally large subsequences. LÄS MER