Essays about: "Kendall’s tau"
Found 4 essays containing the words Kendall’s tau.
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1. Carbon dioxide in agricultural streams : Magnitude and patterns of an understudied atmospheric carbon source
University essay from Uppsala universitet/Luft-, vatten- och landskapsläraAbstract : The role of streams in the global carbon budget was for a long time neglected, since they were considered passive transporters of carbon from land to sea. However, studies have shown that streams are often supersaturated in carbon dioxide (CO2), making them sources of carbon to the atmosphere. READ MORE
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2. Copula selection and parameter estimation in market risk models
University essay from KTH/Matematisk statistikAbstract : In this thesis, literature is reviewed for theory regarding elliptical copulas (Gaussian, Student’s t, and Grouped t) and methods for calibrating parametric copulas to sets of observations. Theory regarding model diagnostics is also summarized in the thesis. READ MORE
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3. A Copula Approach to Modeling Insurance Claims
University essay from Lunds universitet/Matematisk statistikAbstract : It is crucial for the insurance business to create risk profiles for their customers to be able set a fair price for their insurances. This thesis presents an alternative method for measuring the dependence between the numbers of claims made by a customer holding two insurances. READ MORE
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4. Statistical analysis of empirical pairwise copulas for the S&P 500 stocks
University essay from KTH/Matematisk statistikAbstract : It is of great importance to find an analytical copula that will represent the empirical lower tail dependence. In this study, the pairwise empirical copula are estimated using data of the S&P 500 stocks during the period 2007-2010. READ MORE
