Sökning: "order statistics"

Visar resultat 11 - 15 av 556 avhandlingar innehållade orden order statistics.

  1. 11. Essays on Gaussian Probability Laws with Stochastic Means and Variances : With Applications to Financial Economics

    Författare :Anders Eriksson; Lars Forsberg; Menelaos Karanasos; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; Approximating a function of random variables; Skewness Modeling; Skewed GARCH process; Lévy Process; Option pricing; Statistik; Statistics; Statistik;

    Sammanfattning : This work consists of four articles concerning Gaussian probability laws with stochastic means and variances. The first paper introduces a new way of approximating the probability distribution of a function of random variables. This is done with a Gaussian probability law with stochastic mean and variance. LÄS MER

  3. 12. Nonparametric Statistical Inference for Entropy-type Functionals

    Författare :David Källberg; Oleg Seleznjev; Timo Koski; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; entropy estimation; Rényi entropy; divergence estimation; quadratic density functional; U-statistics; consistency; asymptotic normality; Poisson convergence; stationary m-dependent sequence; inter-point distances; entropy maximizing distribution; two-sample problem; approximate matching; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, we study statistical inference for entropy, divergence, and related functionals of one or two probability distributions. Asymptotic properties of particular nonparametric estimators of such functionals are investigated. We consider estimation from both independent and dependent observations. LÄS MER

  4. 13. Essays on univariate long memory models

    Författare :Johan Lyhagen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; Statistik; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : This thesis consists of five papers dealing with univariate long memory modelsin time series analysis.The first paper examines the performance of information criteria when usedto determine the lag order of a long memory process. The results indicate thatinformation criteria cannot be used successfully for small sample sizes. LÄS MER

  5. 14. Filtering and Wavelet Regression Methods with Application to Exercise ECG

    Författare :Stefan Peterson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; aktuariematematik; programmering; operationsanalys; Statistik; actuarial mathematics; programming; operations research; Statistics; Model Selection; Robust Estimation; Haar Wavelets; Wavelets; Time Series Analysis; Exercise ECG; Kalman Filter;

    Sammanfattning : The analysis of the recorded electrical activity of the heart during an exercise test is a valuable method for investigating a patient's circulatory and respiratory system. But the disturbances that occurr during a test often make it difficult to interpret the signal in order to detect changes evoked by the increased workload and related to for instance coronary artery diseases. LÄS MER

  7. 15. Intelligence and models for cognitive development

    Författare :Linda Wänström; Daniel Thorburn; Gösta Hägglund; Dag Sörbom; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; intelligence; cognitive development; sample size; multilevel models; latent growth curve models; Statistics; Statistik; statistik; Statistics;

    Sammanfattning : This dissertation focuses on cognitive development. In papers I and II, I study a special model, the second order latent growth curve model, that can be used to study cognitive development. Algebraic expressions for the variance of the estimation of slope differences are given. LÄS MER