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Sökning: swepub > Övrigt vetenskapligt/konstnärligt > Göteborgs universitet > (1990-1999) > Chalmers tekniska högskola

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  • Tajvidi, Nader (författare)
  • Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto Distributions
  • 1996
  • Doktorsavhandling (övrigt vetenskapligt/konstnärligt)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.
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  • Comer, Keith, 1959 (författare)
  • Strange Meetings: Walt Whitman, Wilfred Owen and Poetry of War
  • 1997
  • Bok (övrigt vetenskapligt/konstnärligt)abstract
    • In their poetry of war, Walt Whitman and Wilfred Owen substantially revise or reject outright the idea of the sublime, traditional theories of the lyric, and Romantic standards of poetic value that assert the superiority of ahistorical and non-didactic verse. Rather than being faced with an “anxiety of influence,” they confront the immense difficulties of finding a means of adequate poetic response in an age of mechanized mass death. Whitman and Owen similarly but independently propose the physical body as the basis for all shared reference and language. Although Whitman will employ the bodies of those wounded and killed in war as substantiation for his vision of the democratic ideal, the overwhelming reality that they represent eventually undermines his assertions and endangers his sanity. The unknown and anonymous dead in war also create a crisis of naming and language for Whitman, a crisis that results in an increasingly desperate use of metaphor and threatens his poetic voice with silence. Owen constantly emphasizes the effects of war on human embodiment and repudiates the trope of immortality. He argues that a poet must stress immanence over transcendence; the alternative is non-referential language that avoids the physical and human consequences of war. Both Whitman and Owen use the idea of song in verse to further their interpretations of war. For Whitman, sound and rhythm are a means of establishing structure and order on the anarchy of war, a chaos that destroys even the most basic metaphor of the proper name. Owen, by accentuating the poetic techniques of pararhyme, assonance, alliteration, and consonance, reflects the nightmare, unreality and madness of the modern battlefield through sounds that overwhelm and music that disorients. Through his technical practices Owen makes his words disconcertingly tangible, directing his readers towards a rediscovery of the roots of poetry and language. These poets not only mark a dramatic transformation in the nature of verse written about war, but they also anticipate the most significant developments and tropes of 20th-century poetry in general.
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