Sökning: "multivariate generalized least squares"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden multivariate generalized least squares.

  1. 1. Bilinear Regression and Second Order Calibration

    Författare :Marie Linder; Pieter Kroonenberg; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; chemometrics; calibration; multivariate; hyphenated methods; matrix data; bilinear model; least squares; singular value decomposition; generalized rank annihilation; trilinear decomposition; parallel factor analysis; principal components regression; partial least squares; prediction; matematisk statistik; Mathematical Statistics;

    Sammanfattning : We consider calibration of second-order (or "hyphenated") instruments for chemical analysis. Many such instruments generate bilinear two-way (matrix) type data for each specimen. The bilinear regression model is to be estimated from a number of specimens of known composition. LÄS MER

  3. 2. A multivariate approach to characterization of drug-like molecules, proteins and the interactions between them

    Författare :Anton Lindström; Anna Linusson; Fredrik Almqvist; Anders Karlén; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; binding affinity; prediction; CAMD; principal component analysis PCA ; partial least squares projections to latent structures PLS ; MM-GB-SA; MM-PB-SA; docking; geometry optimization; protein secondary structure characterization; implicit solvent; generalized-Born; Poisson-Boltzmann; molecular mechanics MM ; drug discovery; bindningsaffinitet; prediktion; dockning; geometrioptimering; sekundärstruktur; matematisk vattenmodel; generalized-Born; Poisson-Boltzmann; molekylmekanik MM ; läkemedelsdesign; principal komponent analys PCA ; partial least squares projections to latent structures PLS ; MM-GB-SA; MM-PB-SA; Other chemistry; Övrig kemi;

    Sammanfattning : En sjukdom kan många gånger härledas till en kaskadereaktion mellan proteiner, co-faktorer och substrat. Denna kaskadreaktion blir många gånger målet för att behandla sjukdomen med läkemedel. För att designa nya läkemedelsmoleyler används vanligen datorbaserade verktyg. LÄS MER

  4. 3. Modeling financial volatility : A functional approach with applications to Swedish limit order book data

    Författare :Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; Statistics; computer and systems science; Statistik; data- och systemvetenskap; ekonometri; Econometrics;

    Sammanfattning : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. LÄS MER

  5. 4. On Detection and Estimation of Multiple Sources in Radar Array Processing

    Författare :Jonny Eriksson; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; spatially correlated noise; Cramer-Rao bounds; estimation; feature reduction; virtual uniform linear arrays; classification; adaptive data reduction; nonlinear weighted least squares; multiple targets; detection;

    Sammanfattning : This thesis deals with detection and estimation problems in sensor array signal processing. We treat the multiple hypothesis problem for complex sinusoids observed in spatially colored noise. LÄS MER

  7. 5. On Median and Ridge Estimation of SURE Models

    Författare :Zangin Zeebari; Ghazi Shukur; Thomas Holgersson; Björn Holmquist; Jönköping University; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This doctoral dissertation is a progressive generalization of some of the robust estimation methods in order to make those methods applicable to the estimation of the Seemingly Unrelated Regression Equations (SURE) models. The robust methods are each of the Least Absolute Deviations (LAD) estimation method, also known as the median regression, and the ridge estimation method. LÄS MER