Semi-Parametric Statistical Model for Extreme Value Statistical Models and Application in Automatic Control

摘要

The frequency that extreme events appear in the life is low, but once it appears, the impact will be significant; many scholars have conducted in depth research and found that statistical theory of extreme value. The theory of extreme statistics plays a more and more important role in many fields such as automatic control, assembly line etc. This paper, makes an in-depth research towards the characteristics and parameter estimation of the extreme value statistical models, as well as the application, mainly analyzes the Bayes parameter estimation method of extreme value distribution, the extreme value distribution theory and Copula function random vector model.