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Norwegian Open Research Archives
Master thesis . 2015
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Analysis of Bivariate Extreme Values

descriptionPublicationkeyboard_double_arrow_right Master thesis 01 Jan 2015 English Publisher:NTNU
Authors: Egeland Busuttil, Chris;

handle: 11250/2352601

Analysis of Bivariate Extreme Values

Abstract

Results show that there is high agreement between the distribution of the bivariate ACER functions and the distribution of the copula models with ACER marginals for all time series. The distribution of the copula models with Gumbel marginals display great discrepancies to the distribution of the bivariate ACER functions. These disagreements are greatest for short time series, and decrease as the time series become longer.

Keywords

Fysikk og matematikk, Industriell matematikk

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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