Analysis of Bivariate Extreme Values

dc.contributor.advisor	Næss, Arvid
dc.contributor.author	Egeland Busuttil, Chris
dc.date.accessioned	2015-10-06T10:56:53Z
dc.date.available	2015-10-06T10:56:53Z
dc.date.created	2015-02-08
dc.date.issued	2015
dc.identifier	ntnudaim:9564
dc.identifier.uri	http://hdl.handle.net/11250/2352601
dc.description.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.
dc.language	eng
dc.publisher	NTNU
dc.subject	Fysikk og matematikk, Industriell matematikk
dc.title	Analysis of Bivariate Extreme Values
dc.type	Master thesis
dc.source.pagenumber	95