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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Bibliographic Details
Main Author: Jordaan, Aletta Gertruida
Other Authors: Berning, T. L.
Format: Others
Language:en_ZA
Published: Stellenbosch : Stellenbosch University 2014
Subjects:
Online Access:http://hdl.handle.net/10019.1/86216