Browsing Institutt for matematiske fag by Subject "ntnudaim:5527"
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Comparison of ACER and POT Methods for estimation of Extreme Values
(Master thesis, 2010)Comparison of the performance of the ACER and POT methods for prediction of extreme values from heavy tailed distributions. To be able to apply the ACER method to heavy tailed data the ACER method was first modified to ...