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Visar resultat 1 - 5 av 556 avhandlingar som matchar ovanstående sökkriterier.

1. 1. On Degree Variance in Random Graphs

   Författare :Jan Hagberg; Ove Frank; Tom A.B. Snijders; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Degree Sequences; Uniform Random Graphs; Bernoulli Graphs; Degree Moments; Degree Statistics; Degree Variance; Gamma Approximation; Centrality Testing; Integer Sequences; Statistics; Statistik;

   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

3. 2. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

   Författare :Magnus Wiktorsson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

   Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER

4. 3. Some properties of measures of disagreement and disorder in paired ordinal data

   Författare :Hans Högberg; Elisabeth Svensson; Sture Holm; Örebro universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; agreement; augmented ranks; categorical data; disorder; jackknife; paired ordinal data; rating scales; sample size; sampling distribution; simulation; U-statistics; variance; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Statistics; Statistik; Statistics; Statistik;

   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

5. 4. On Rank-invariant Methods for Ordinal Data

   Författare :Yishen Yang; Sune Karlsson; Elisabeth Svensson; Rolf Larsson; Örebro universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Ordinal data; rank-invariance; systematic change; agreement; association; inter-rater reliability; ranking; Spearman; multi-item scale; Statistik; Statistics;

   Sammanfattning : Data from rating scale assessments have rank-invariant properties only, which means that the data represent an ordering, but lack of standardized magnitude, inter-categorical distances, and linearity. Even though the judgments often are coded by natural numbers they are not really metric. LÄS MER

7. 5. Feasible computation of generalized linear mixed models with application to credit risk modelling

   Författare :Md. Moudud Alam; Göran Boström; Örebro universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Credit risk; cluster correlation; GLMM; large data; two-step pseudo likelihood estimation; defaults contagion; predictive likelihood; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Statistics; Statistik; Statistics; Statistik; Complex Systems – Microdata Analysis;

   Sammanfattning : This thesis deals with developing and testing feasible computational procedures to facilitate the estimation of and carry out the prediction with the generalized linear mixed model (GLMM) with a scope of applying them to large data sets. The work of this thesis is motivated from an issue arising incredit risk modelling. LÄS MER