Sökning: "likelihood ratio tests"

Visar resultat 1 - 5 av 28 avhandlingar innehållade orden likelihood ratio tests.

1. 1. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model

   Författare :Martin Solberger; Rolf Larsson; Johan Lyhagen; Jean-Pieree Urbain; Uppsala universitet; []
   Nyckelord :panel unit root; dynamic factors; maximum likelihood; Lagrange multiplier; likelihood ratio; factor analysis; Statistics; Statistik;

   Sammanfattning : Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. LÄS MER

3. 2. Latent variable models for longitudinal twin data

   Författare :Annica Dominicus; Juni Palmgren; Nancy L. Pedersen; Michael G. Kenward; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Latent variable models; twin models; variance components; change point models; non-ignorable nonresponse; likelihood ratio tests; Mathematical statistics; Matematisk statistik;

   Sammanfattning : Longitudinal twin data provide important information for exploring sources of variation in human traits. In statistical models for twin data, unobserved genetic and environmental factors influencing the trait are represented by latent variables. In this way, trait variation can be decomposed into genetic and environmental components. LÄS MER

4. 3. Searching for Gamma Rays from Galaxy Clusters with the Fermi Large Area Telescope : Cosmic Rays and Dark Matter

   Författare :Stephan Zimmer; Jan Conrad; Christophe Clement; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; galaxy clusters; gamma rays; cosmic rays; dark matter; fermi-lat; likelihood analysis; joint likelihood;

   Sammanfattning : In this licentiate thesis, I report a search for GeV γ rays towards the location of Galaxy clusters. I mainly discuss the results of a search for cosmic-ray (CR) induced γ-ray emission but also briefly elaborate on a related study, searching for Dark Matter (DM)-induced γ-ray emission from Galaxy clusters. LÄS MER

5. 4. Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

   Författare :Yuli Liang; Tatjana von Rosen; Dietrich von Rosen; Ivan Žežula; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Block circular symmetry; covariance parameters; explicit maximum likelihood estimator; likelihood ratio test; restricted model; Toeplitz matrix; Statistics; statistik;

   Sammanfattning : This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. LÄS MER

7. 5. Optimal Design and Inference for Correlated Bernoulli Variables using a Simplified Cox Model

   Författare :Daniel Bruce; Hans Nyquist; Werner G. Müller; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Cox binary model; correlated binary data; log-odds ratio; D-optimality; E-optimality; power maximization; efficiency; Statistics; Statistik; statistik; Statistics;

   Sammanfattning : This thesis proposes a simplification of the model for dependent Bernoulli variables presented in Cox and Snell (1989). The simplified model, referred to as the simplified Cox model, is developed for identically distributed and dependent Bernoulli variables. LÄS MER