Sökning: "kernel density estimates"
Hittade 5 avhandlingar innehållade orden kernel density estimates.
1. Nonparametric Functional Estimation under Order Restrictions
Sammanfattning : This thesis consists of three papers (Papers A-C) on problems in nonparametric functional estimation, in particular density and regression function estimation and deconvolution, under order assumptions. Pointwise limit distribution results are stated for the obtained estimators, which include isotonic regression estimates, nonparametric maximum likelihood estimates of monotone densities, estimates of convex regression and density functions and deconvolution estimates. LÄS MER
2. Topics in multifractal measures, nonparametrics and biostatistics
Sammanfattning : This thesis consists of four papers. The first two papers, which comprise the main part of the thesis, deal with an unexpected connection between kernel density estimators and dimension spectra for multifractal measures. LÄS MER
3. Resampling Evaluation of Signal Detection and Classification : With Special Reference to Breast Cancer, Computer-Aided Detection and the Free-Response Approach
Sammanfattning : The first part of this thesis is concerned with trend modelling of breast cancer mortality rates. By using an age-period-cohort model, the relative contributions of period and cohort effects are evaluated once the unquestionable existence of the age effect is controlled for. LÄS MER
4. Discrete Scale-Space Theory and the Scale-Space Primal Sketch
Sammanfattning : This thesis, within the subfield of computer science known as computer vision, deals with the use of scale-space analysis in early low-level processing of visual information. The main contributions comprise the following five subjects:The formulation of a scale-space theory for discrete signals. LÄS MER
5. On inference in partially observed Markov models using sequential Monte Carlo methods
Sammanfattning : This thesis concerns estimation in partially observed continuous and discrete time Markov models and focus on both inference about the conditional distribution of the unobserved process as well as parameter inference for the dynamics of the unobserved process. Paper A concerns calibration of advanced stock price models, in particular the Bates and NIG-CIR models, using options data observed through bid-ask spreads. LÄS MER