Sökning: "Bootstrap method"

Visar resultat 1 - 5 av 43 avhandlingar innehållade orden Bootstrap method.

  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 :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    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

  2. 2. Multiple Kernel Imputation : A Locally Balanced Real Donor Method

    Författare :Nicklas Pettersson; Daniel Thorburn; Susanne Rässler; Stockholms universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Bayesian Bootstrap; Boundary Effects; External Information; Kernel estimation features; Local Balancing; Pólya Sampling; statistik; Statistics;

    Sammanfattning : We present an algorithm for imputation of incomplete datasets based on Bayesian exchangeability through Pólya sampling. Each (donee) unit with a missing value is imputed multiple times by observed (real) values on units from a donor pool. The donor pools are constructed using auxiliary variables. LÄS MER

  3. 3. On the Treatment of Flow in Traffic Safety Analysis, - a non-parametric approach applied on vulnerable road users

    Författare :Lars Ekman; Trafik och väg; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Social sciences; Samhällsvetenskaper; Teknik; Technological sciences; safety performance function; accuracy; simulation; bootstrap; bicyclist; pedestrian; risk; Traffic Safety; accident rate;

    Sammanfattning : The treatment of flow in the area of traffic safety has a long tradition. The influence flow has on the number of accidents is, however, often considered so obvious that it tends to be trivial. In this thesis I can show that the relation between flow and accidents holds interesting information. LÄS MER

  4. 4. Estimators of semiparametric truncated and censored regression models

    Författare :Maria Karlsson; Thomas Laitila; Göran Broström; Kenneth Carling; Umeå universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Statistics; LTRC; consistency; asymtotic normality; bootstrap; interpurchase intervals; Statistik; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : This thesis contributes in several ways to the existing knowledge on estimation of truncated, censored, and left truncated right censored (LTRC) regression models. Three new semiparametric estimators are proposed, allowing for asymmetric error distributions. LÄS MER

  5. 5. Chemometric methods for analysis of spectroscopic data from batch process monitoring

    Författare :Erik Furusjö; KTH; []
    Nyckelord :in situ spectroscopy; reaction monitoring; organic synthesis; solubility; crystallization; multivariate calibration; curve resolution; kinetic model; reaction rate constant; activation energy; target testing; bootstrap;

    Sammanfattning : Understanding of a process is essential for processdevelopment, optimisation and scale-up. In situ spectroscopy isan attractive measurement technique that can increase processunderstanding, since samples need not be retrieved from theprocess mixture. LÄS MER