Sökning: "Multivariate statistics"

Visar resultat 16 - 20 av 167 avhandlingar innehållade orden Multivariate statistics.

  1. 16. Some Investigations into the Class of Exponential Power Distributions

    Författare :Lukas Arnroth; M. Rauf Ahmad; Patrik Andersson; Matúš Maciak; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Exponential power distribution; Skewed exponential power distribution; linear mixed models; score test; Lp-quantiles; quantile regression; posterior convergence rate; Statistics; Statistik;

    Sammanfattning : In this thesis, methods are developed relating to the exponential power class of distributions.Paper I considers Bayesian linear mixed models where the usual normality assumption is replaced by the multivariate exponential power distribution. Particular focus lies on Bayesian testing of the fixed effects. LÄS MER

  3. 17. Bayesian Cluster Analysis : Some Extensions to Non-standard Situations

    Författare :Jessica Franzén; Daniel Thorburn; Jukka Corander; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Cluster analysis; Clustering; Classification; Mixture model; Gaussian; Bayesian inference; MCMC; Gibbs sampler; Deviant group; Longitudinal; Missing data; Multiple imputation; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : The Bayesian approach to cluster analysis is presented. We assume that all data stem from a finite mixture model, where each component corresponds to one cluster and is given by a multivariate normal distribution with unknown mean and variance. LÄS MER

  4. 18. Statistical aspects of modeling panel data originating from smallholder household surveys in Sub-Saharan Africa and Vietnam

    Författare :Sultana Nasrin; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; power of test; endogeneity; multivariate; longitudinal data; diversification;

    Sammanfattning : This thesis focuses on multivariate multilevel modeling of panel data originated from smallholder farm surveys in Sub-Saharan African (SSA) countries and Vietnam to investigate driving forces in maize and rice production in SSA and diversification of farms in the rice sector in Vietnam. We also present and evaluate different tests for endogeneity in explanatory binary variables in multivariate linear regression models. LÄS MER

  5. 19. Regression methods in multidimensional prediction and estimation

    Författare :Anders Björkström; Rolf Sundberg; Philip J Brown; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; regression; prediction; principal compnents regression; ridge regression; partial least squares; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In regression with near collinear explanatory variables, the least squares predictor has large variance. Ordinary least squares regression (OLSR) often leads to unrealistic regression coefficients. Several regularized regression methods have been proposed as alternatives. LÄS MER

  7. 20. On Bayesian graphical model determination

    Författare :Jukka Corander; Carlo Berzuini; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Entropy; Exponential models; Graphical models; Logarithmic utility; Statistics; Statistik; statistik; Statistics;

    Sammanfattning : A graphical model specifies a graph representation of the independence structure of a multivariate distribution, where nodes represent variables and edges association between variables.This thesis introduces methodology for determination of graphical models for multivariate distributions within the exponential family. LÄS MER