Sökning: "smoothing"

Visar resultat 1 - 5 av 150 avhandlingar innehållade ordet smoothing.

1. 1. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models

   Författare :Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Sammanfattning : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. LÄS MER

3. 2. Selection of smoothing parameters with application in causal inference

   Författare :Jenny Häggström; Xavier de Luna; Marie Wiberg; Yanyuan Ma; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Smoothing parameter selection; Nonparametric regression; Semiparametric additive model; Double smoothing; Causal inference; BMI; Divorce; Statistics; Statistik; Statistics; statistik;

   Sammanfattning : This thesis is a contribution to the research area concerned with selection of smoothing parameters in the framework of nonparametric and semiparametric regression. Selection of smoothing parameters is one of the most important issues in this framework and the choice can heavily influence subsequent results. LÄS MER

4. 3. Continuous-Time Models in Kernel Smoothing

   Författare :Martin Sköld; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; deconvolution; errors-in-variables; continuous time; dependent data; bandwidth selection; asymptotic variance; Density estimation; kernel smoothing; size bias.; Mathematics; Matematik;

   Sammanfattning : This thesis consists of five papers (Papers A-E) treating problems in non-parametric statistics, especially methods of kernel smoothing applied to density estimation for stochastic processes (Papers A-D) and regression analysis (Paper E). A recurrent theme is to, instead of treating highly positively correlated data as ``asymptotically independent'', take advantage of local dependence structures by using continuous-time models. LÄS MER

5. 4. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

   Författare :Jimmy Olsson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. LÄS MER

7. 5. Consumption Smoothing during Unemployment

   Författare :Jonas Kolsrud; Bertil Holmlund; Nils Gottfries; Michael Svarer; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi;

   Sammanfattning : .... LÄS MER