Avancerad sökning

Visar resultat 1 - 5 av 10 avhandlingar som matchar ovanstående sökkriterier.

  1. 1. Contributions to Quantile Estimation

    Författare :Erik Brodin; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Cross validation; Extreme value theory; Generalized Pareto distribution; Kernel estimator; L-estimator; Non-parametric estimation; Order statistic; Perturbed Generlized Pareto distribution; Quantile estimation; Regular variation; Second order regular variation; Kernel estimator;

    Sammanfattning : .... LÄS MER

  2. 2. 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

  3. 3. Extensions of the kernel method of test score equating

    Författare :Gabriel Wallin; Marie Wiberg; Jenny Häggström; Anton A. Béguin; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Test equating; Nonequivalent groups; Standard error of equating; bandwidth selection; log-linear models; item response theory; Statistics; statistik;

    Sammanfattning : This thesis makes contributions within the area of test score equating and specifically kernel equating. The first paper of this thesis studies the estimation of the test score distributions needed in kernel equating. LÄS MER

  4. 4. Topics in multifractal measures, nonparametrics and biostatistics

    Författare :Attila Frigyesi; Anestesiologi och intensivvård; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; confidence interval; mixed effects; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; operational model of pharmacological agonism; concentration-response curves; dose-response curves; ventilation perfusion scintigraphy; V Q-scan; pulmonary embolism; automated method; box counting; correlation dimension; Hentschel-Procaccia dimension; Rényi dimension; generalized dimensions; fractal dimension estimation; dimension spectrum; multifractal measures; kernel density estimates; absolute continuity; singular distribution functions;

    Sammanfattning : This thesis consists of four papers. The first two papers, which comprise the main part of the thesis, deal with an unexpected connection between kernel density estimators and dimension spectra for multifractal measures. LÄS MER

  5. 5. Just-in-Time Models with Applications to Dynamical Systems

    Författare :Anders Stenman; Lennart Ljung; Fredrik Gustafsson; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : System identification deals with the problem of estimating models of dynamical systems given observations from the systems. In this thesis we focus on the nonlinear modeling problem, and, in particular, on the situation that occurs when a very large amount of data is available. LÄS MER