SwePub
Tyck till om SwePub Sök här!
Sök i SwePub databas

  Extended search

Träfflista för sökning "swepub ;conttype:(scientificother);lar1:(gu);srt2:(1995-1999);hsvcat:1"

Search: swepub > Other academic/artistic > University of Gothenburg > (1995-1999) > Natural sciences

  • Result 1-10 of 310
Sort/group result
   
EnumerationReferenceCoverFind
1.
  •  
2.
  •  
3.
  •  
4.
  •  
5.
  •  
6.
  • Tajvidi, Nader (author)
  • Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto Distributions
  • 1996
  • Doctoral thesis (other academic/artistic)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. The generalised Pareto distribution (GPD) is a two-parameter family of distributions which can be used to model exceedances over a threshold. This thesis consists of three papers. The main focus is on some theoretical and applied statistical issues of univariate and multivariate extreme value modelling. In the first paper we compare the empirical coverage of standard bootstrap and likelihood-based confidence intervals for the parameters and 90\%-quantile of the GPD. By applying a general method of D. N. Lawley, small sample correction factors for likelihood ratio statistics of the parameters and quantiles of the GPD have been calculated. The article also investigates the performance of some bootstrap methods for estimation of accuracy measures of maximum likelihood estimators of parameters and quantiles of the GPD. In the second paper we give a multivariate analogue of the GPD and consider estimation of parameters in some specific bivariate generalised Pareto distributions (BGPD's). We generalise two of existing bivariate extreme value distributions and study maximum likelihood estimation of parameters in the corresponding BGPD's. The procedure is illustrated with an application to a bivariate series of wind data. The main interest in the thesis has been on practicality of the methods so when a new method has been developed, it's performance has been studied with the help of both real life data and simulations. In the third paper we use three previous articles as examples to illustrate difficulties which might arise in application of the theory and methods which may be used to solve them. A common theme in these articles is univariate and multivariate generalised Pareto distributions. However, the discussed problems are of a rather general nature and demonstrate some typical tasks in applied statistical research. We also discuss a general approach to design and implementation of statistical computations.
  •  
7.
  •  
8.
  •  
9.
  •  
10.
  • Feng, Xinbin, et al. (author)
  • On-line Speciation of Mercury in the Flue Gases
  • 1999
  • In: Proceedings of A&WM Mercury in the Environment Specialty Conference, Air & Waste Management Association, Minneapolis, MN. USA.
  • Conference paper (other academic/artistic)
  •  
Skapa referenser, mejla, bekava och länka
  • Result 1-10 of 310
Type of publication
other publication (163)
licentiate thesis (40)
doctoral thesis (36)
reports (30)
journal article (18)
conference paper (11)
show more...
book chapter (10)
book (2)
show less...
Type of content
other academic/artistic  (310)Undo refine
Author/Editor
Häggström, Olle, 196 ... (18)
Strömberg, Dan, 1959 (9)
Steif, Jeffrey, 1960 (8)
Lindqvist, Oliver, 1 ... (7)
Stolin, Alexander, 1 ... (7)
Chen, Deliang, 1961 (7)
show more...
Albin, Patrik, 1960 (7)
Jonasson, Johan, 196 ... (7)
Andersson, Mats, 195 ... (6)
Bruckmeier, Karl, 19 ... (6)
Heintz, Alexey, 1955 (6)
Geynts, Alexey, 1955 (6)
Arkeryd, Leif, 1940 (5)
Steingrimsson, Einar ... (5)
Abul Milh, Miroslawa (4)
Larsson, Stig, 1952 (4)
Larson, Sven Åke, 19 ... (4)
Moksnes, Per-Olav, 1 ... (4)
Larsson, Åke, 1944 (4)
Ljunglöf, Peter, 197 ... (4)
Feng, Xinbin (3)
Förlin, Lars, 1950 (3)
Nerman, Olle, 1951 (3)
Jagers, Peter, 1941 (3)
Thaung, Jörgen, 1965 (2)
Sjöstrand, Johan, 19 ... (2)
Munthe, John (2)
Sommar, Jonas (2)
Wennberg, Bernt, 196 ... (2)
Kokkinakis, Dimitrio ... (2)
Landner, Lars (2)
Berglund, Johan (2)
Johansson, Stefan (2)
Rozenblioum, Grigori ... (2)
Asadzadeh, Mohammad, ... (2)
Tullborg, Eva-Lena (2)
Malmgren, Helge, 194 ... (2)
Pettersson, Rolf, 19 ... (2)
Stevens, Jan, 1955 (2)
Andreasson, Håkan, 1 ... (2)
Pedersen, Karsten, 1 ... (2)
Sandström, Olof (2)
Sandberg, Sebastian (2)
Boo, Jörgen, 1961 (2)
Sommar, Jonas, 1969 (2)
Nordberg, Kjell, 195 ... (2)
Nouri, A. (2)
Pihl, Leif, 1951 (2)
Mossel, Elchanan (2)
Norberg, Tommy, 1950 (2)
show less...
University
University of Gothenburg  (310)Undo refine
Chalmers University of Technology (220)
Royal Institute of Technology (1)
Uppsala University (1)
Lund University (1)
Language
English (280)
Swedish (29)
Danish (1)
Research subject (UKÄ/SCB)
Natural sciences (308)Undo refine
Engineering and Technology (13)
Humanities (11)
Social Sciences (7)
Medical and Health Sciences (5)

Year

Kungliga biblioteket hanterar dina personuppgifter i enlighet med EU:s dataskyddsförordning (2018), GDPR. Läs mer om hur det funkar här.
Så här hanterar KB dina uppgifter vid användning av denna tjänst.

 
pil uppåt Close

Copy and save the link in order to return to this view