Nonparametric smoothing in extreme value theory
Includes bibliographical references (leaves 137-138). === This work investigates the modelling of non-stationary sample extremes using a roughness penalty approach, in which smoothed natural cubic splines are fitted to the location and scale parameters of the generalized extreme value distribution a...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/10285 |