Sökning: "asymptotic variance"

Visar resultat 11 - 15 av 53 avhandlingar innehållade orden asymptotic variance.

  1. 11. On the Application of the Bootstrap : Coefficient of Variation, Contingency Table, Information Theory and Ranked Set Sampling

    Författare :Saeid Amiri; Silvelyn Zwanzig; Rolf Larsson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap method; Categorical data; Coefficient of variation; Entropy; Exponential family; Monte Carlo investigation; Informational energy; Ranked set sampling; Variance-stabilization transformation; Statistics; Statistik;

    Sammanfattning : This thesis deals with the bootstrap method. Three decades after the seminal paper by Bradly Efron, still the horizons of this method need more exploration. The research presented herein has stepped into different fields of statistics where the bootstrap method can be utilized as a fundamental statistical tool in almost any application. LÄS MER

  3. 12. Some Aspects of Propensity Score-based Estimators for Causal Inference

    Författare :Ronnie Pingel; Johan Lyhagen; Theis Lange; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; correlation; treatment effect; inverse probability weighting; local linear estimator; matching; multicollinearity; observational study.; Statistics; Statistik;

    Sammanfattning : This thesis consists of four papers that are related to commonly used propensity score-based estimators for average causal effects.The first paper starts with the observation that researchers often have access to data containing lots of covariates that are correlated. LÄS MER

  4. 13. Essays on random effects models and GARCH

    Författare :Jimmy Skoglund; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four essays, three in the field of random effects models and one in the field of GARCH. The first essay in this thesis, ''Maximum likelihood based inference in the two-way random effects model with serially correlated time effects'', considers maximum likelihood estimation and inference in the two-way random effects model with serial correlation. LÄS MER

  5. 14. Four Essays on Building Conditional Correlation GARCH Models

    Författare :Tomoaki Nakatani; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four research papers. The main focus is on building the multivariate Conditional Correlation (CC-) GARCH models. In particular, emphasis lies on considering an extension of CC-GARCH models that allow for interactions or causality in conditional variances. LÄS MER

  7. 15. Statistical Methods in Portfolio Theory

    Författare :Stanislas Muhinyuza; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : In this thesis we develop new statistical theory and apply it to practical problems dealing with mean-variance optimal portfolio selection. More precisely, we derive an exact statistical test for the characterization of the location of the tangency portfolio (TP) on the efficient frontier. LÄS MER