Sökning: "Skewness Modeling"
Visar resultat 1 - 5 av 6 avhandlingar innehållade orden Skewness Modeling.
1. Bayesian Modeling of Conditional Densities
Sammanfattning : This thesis develops models and associated Bayesian inference methods for flexible univariate and multivariate conditional density estimation. The models are flexible in the sense that they can capture widely differing shapes of the data. The estimation methods are specifically designed to achieve flexibility while still avoiding overfitting. LÄS MER
2. Essays on Gaussian Probability Laws with Stochastic Means and Variances : With Applications to Financial Economics
Sammanfattning : This work consists of four articles concerning Gaussian probability laws with stochastic means and variances. The first paper introduces a new way of approximating the probability distribution of a function of random variables. This is done with a Gaussian probability law with stochastic mean and variance. LÄS MER
3. Essays on Prospect Theory and the Statistical Modeling of Financial Returns
Sammanfattning : This thesis consists of three self-contained essaysEssay 1 presents an empirical study of volatility spillover from oil prices to stock markets within an asymmetric BEKK model. Using weekly data on the aggregate stock markets of Japan, Norway, Sweden, the U.K., and the U. LÄS MER
4. Noise Convolution Models: Fluids in Stochastic Motion, Non-Gaussian Tempo-Spatial Fields, and a Notion of Tilting
Sammanfattning : The primary topic of this thesis is a class of tempo-spatial models which are rather flexible in a distributional sense. They prove quite successful in modeling (temporal) dependence structures and go beyond the limitation of Gaussian models, thus allowing for heavy tails and skewness. LÄS MER
5. Local measures for probabilistic networks
Sammanfattning : Modeling and analysis of imperfection in network data is essential in many applications such as protein–protein interaction networks, ad-hoc networks and social influence networks. In the study of imperfect network data, three issues have to be considered: first the type of imperfection, second the aspects of networks such as existence of nodes/edges or attributes of nodes/edges in which imperfection occurs and third the theory that has been used to represent imperfection. LÄS MER