magistrsko delo
Teja Šegula (Author), Damjana Kokol-Bukovšek (Mentor)

Abstract

Ocenjevanje repov porazdelitev z metodo presežkov nad visokim pragom

Keywords

teorija ekstremnih vrednosti;ocenjevanje repov porazdelitev;posplošena porazdelitev ekstremnih vrednosti;metoda presežkov nad visokim pragom;struktura odvisnosti;kopule;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL EF - Faculty of Economics
Publisher: [T. Šegula]
UDC: 519.2
COBISS: 17283161 Link will open in a new window
Views: 833
Downloads: 466
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Other data

Secondary language: English
Secondary keywords: extreme value theory;estimation tails of probability distributions;generalized extreme value distribution;peak over treshold method;dependence structure;copula;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Matematika - 2. stopnja
Pages: VIII, 54 str.
ID: 10911495