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Ocenjevanje repov porazdelitev z metodo presežkov nad visokim pragom : magistrsko delo
ID Šegula, Teja (Author), ID Kokol-Bukovšek, Damjana (Mentor) More about this mentor... This link opens in a new window

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MD5: 30FD2B6138FBC9772D786E6F4949DF8D
PID: 20.500.12556/rul/c638c00b-6c95-46bf-8570-b497bd7ca78a

Language:Slovenian
Keywords:teorija ekstremnih vrednosti, ocenjevanje repov porazdelitev, posplošena porazdelitev ekstremnih vrednosti, metoda presežkov nad visokim pragom, struktura odvisnosti, kopule
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[T. Šegula]
Year:2015
Number of pages:VIII, 54 str.
PID:20.500.12556/RUL-97297 This link opens in a new window
UDC:519.2
COBISS.SI-ID:17283161 This link opens in a new window
Publication date in RUL:23.10.2017
Views:1411
Downloads:498
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Secondary language

Language:English
Keywords:extreme value theory, estimation tails of probability distributions, generalized extreme value distribution, peak over treshold method, dependence structure, copula

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