Sökning: "Multivariate statistics"

Visar resultat 31 - 35 av 167 avhandlingar innehållade orden Multivariate statistics.

  1. 31. Essays on Time Series Analysis : With Applications to Financial Econometrics

    Författare :Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; Statistik;

    Sammanfattning : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). LÄS MER

  3. 32. On physical units in multivariate analysis

    Författare :Tord Rikte; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : comparatively stringent mathematical frame has been developed, where the behaviour of physical dimensions (like ``length'', ``mass'', and ``time'') and physical units (like 1 m [1 metre], 1 kg [1 kilogramme], and 1 s [1 second]) is modelled. Easy-to-apply conditions for additivity and multiplicativity of physcial matrices are presented. LÄS MER

  4. 33. Bilinear Regression and Second Order Calibration

    Författare :Marie Linder; Pieter Kroonenberg; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; chemometrics; calibration; multivariate; hyphenated methods; matrix data; bilinear model; least squares; singular value decomposition; generalized rank annihilation; trilinear decomposition; parallel factor analysis; principal components regression; partial least squares; prediction; matematisk statistik; Mathematical Statistics;

    Sammanfattning : We consider calibration of second-order (or "hyphenated") instruments for chemical analysis. Many such instruments generate bilinear two-way (matrix) type data for each specimen. The bilinear regression model is to be estimated from a number of specimens of known composition. LÄS MER

  5. 34. Linear statistics of random matrices and log-gases

    Författare :Klara Courteaut; Kurt Johansson; Christian Webb; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics;

    Sammanfattning : This thesis is concerned with point processes arising in Random Matrix Theory. It is a compilation thesis: it consists of an introduction and three research papers.In Paper A and Paper B, we study random matrices from the classical compact groups, namely orthogonal, unitary, and symplectic matrices distributed according to Haar measure. LÄS MER

  7. 35. Nonparametric linkage power by simulations and multivariate normal approximations

    Författare :Mikael Knutsson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER