Empirical Bayes estimation of the extreme value index in an ANOVA setting
Thesis (MComm)-- Stellenbosch University, 2014. === ENGLISH ABSTRACT: Extreme value theory (EVT) involves the development of statistical models and techniques in order to describe and model extreme events. In order to make inferences about extreme quantiles, it is necessary to estimate the extreme v...
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Format: | Others |
Language: | en_ZA |
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Stellenbosch : Stellenbosch University
2014
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Online Access: | http://hdl.handle.net/10019.1/86216 |