Print Email Facebook Twitter Estimating the extreme value index for imprecise data Title Estimating the extreme value index for imprecise data Author Velthoen, J.J. Contributor Cai, J. (mentor) Faculty Electrical Engineering, Mathematics and Computer Science Department Applied mathematics Programme Statistics Date 2014-11-06 Abstract In extreme value theory the focus is on the tails of the distribution. The main focus is to estimate the tail distribution for a rounded data set. To estimate this tail distribution the extreme value index should be estimated, but due to the rounded data this extreme value index oscillates heavily. Therefore a correct estimate can not be obtained. By adding a small uniform stochast the rounded data can be smoothend out and in this way the oscillation can be cancelled. Subject extreme value theoryextreme value indextail indexroundedstatisticstail distribution To reference this document use: http://resolver.tudelft.nl/uuid:a5f3cee6-619f-4d3e-a461-f5ff1bed5f37 Part of collection Student theses Document type bachelor thesis Rights (c) 2014 Velthoen, J.J. Files PDF Thesis_main_Velthoen.pdf 1.23 MB Close viewer /islandora/object/uuid:a5f3cee6-619f-4d3e-a461-f5ff1bed5f37/datastream/OBJ/view