Sökning: "Quantile estimation"
Visar resultat 1 - 5 av 11 avhandlingar innehållade orden Quantile estimation.
1. Contributions to Quantile Estimation
Sammanfattning : .... LÄS MER
2. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics
Sammanfattning : This thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described here, however, are applicable to statistical analysis of huge datasets in general. The main results are covered in four papers. LÄS MER
3. Estimation and Inference for Quantile Regression of Longitudinal Data : With Applications in Biostatistics
Sammanfattning : This thesis consists of four papers dealing with estimation and inference for quantile regression of longitudinal data, with an emphasis on nonlinear models.The first paper extends the idea of quantile regression estimation from the case of cross-sectional data with independent errors to the case of linear or nonlinear longitudinal data with dependent errors, using a weighted estimator. LÄS MER
4. Extreme Value Statistics and Quantile Estimation with Applications in Finance and Insurance
Sammanfattning : This thesis presents results in Extreme Value Statistics and quantile estimation. A first part includes a popular scientific introduction to Extreme Value Statistics and a review paper on Extreme Value Theory in finance. Further, we study new non-parametric quantile estimators for non-extreme quantiles. LÄS MER
5. Group-Sparse Regression : With Applications in Spectral Analysis and Audio Signal Processing
Sammanfattning : This doctorate thesis focuses on sparse regression, a statistical modeling tool for selecting valuable predictors in underdetermined linear models. By imposing different constraints on the structure of the variable vector in the regression problem, one obtains estimates which have sparse supports, i.e. LÄS MER