Sökning: "asymptotic variance"
Visar resultat 1 - 5 av 53 avhandlingar innehållade orden asymptotic variance.
1. On Degree Variance in Random Graphs
Sammanfattning : This thesis is concerned with degree moments and degree variance in random graphs. The degree of vertex i in a graph is the number of edges incident to vertex i.In the first paper, degree moments and functions of degree moments are investigated for three random graph models. LÄS MER
2. Some properties of measures of disagreement and disorder in paired ordinal data
Sammanfattning : The measures studied in this thesis were a measure of disorder, D, and a measure of the individual part of the disagreement, the measure of relative rank variance, RV, proposed by Svensson in 1993. The measure of disorder is a useful measure of order consistency in paired assessments of scales with a different number of possible values. LÄS MER
3. Continuous-Time Models in Kernel Smoothing
Sammanfattning : This thesis consists of five papers (Papers A-E) treating problems in non-parametric statistics, especially methods of kernel smoothing applied to density estimation for stochastic processes (Papers A-D) and regression analysis (Paper E). A recurrent theme is to, instead of treating highly positively correlated data as ``asymptotically independent'', take advantage of local dependence structures by using continuous-time models. LÄS MER
4. Contributions to generalized Wilcoxon rank tests
Sammanfattning : In unbalanced small sample size problems with right censorings, the variance estmators of linear rank statistics, may be biased. This is the case with the commonly applied variance estimators for the generalized Wilcoxon rank test statistics of Gehan and Prentice. LÄS MER
5. Aspects of analysis of small-sample right censored data using generalized Wilcoxon rank tests
Sammanfattning : The estimated bias and variance of commonly applied and jackknife variance estimators and observed significance level and power of standardised generalized Wilcoxon linear rank sum test statistics and tests, respectively, of Gehan and Prentice are compared in a Monte Carlo simulation study. The variance estimators are the permutational-, the conditional permutational- and the jackknife variance estimators of the test statistic of Gehan, and the asymptotic- and the jackknife variance estimators of the test statistic of Prentice. LÄS MER