Sökning: "Tatjana Von Rosen"

Visar resultat 1 - 5 av 9 avhandlingar innehållade orden Tatjana Von Rosen.

  1. 1. Explicit Influence Analysis in Crossover Models

    Författare :Chengcheng Hao; Tatjana von Rosen; Dietrich von Rosen; Tapio Nummi; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; explicit maximum likelihood estimate; generalised mixed linear model; influential observation; perturbation scheme; statistical diagnostics; Statistics; statistik;

    Sammanfattning : This dissertation develops influence diagnostics for crossover models. Mixed linear models and generalised mixed linear models are utilised to investigate continuous and count data from crossover studies, respectively. LÄS MER

  3. 2. Local Influence Analysis and Cross-over Studies

    Författare :Chengcheng Hao; Tatjana von Rosen; Dietrich von Rosen; Thomas Holgersson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Delta-beta-based local influence; Explicit maximum likelihood estimate; Influential observation; Mixed linear model; Perturbation scheme; Statistical diagnostics; Statistics; statistik;

    Sammanfattning : With a special reference to cross-over design models with random individual effects, the purpose of this dissertation is to develop new methodology to detect influential observations in the context of mixed linear models with explicit maximum likelihood estimators (MLEs).Case-weighted perturbation schemes within and between subjects in mixed models are constructed. LÄS MER

  4. 3. A study of multilevel models with block circular  symmetric covariance structures

    Författare :Yuli Liang; Tatjana von Rosen; Dietrich von Rosen; Abdullah Almasri; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Block circular symmetry; Covariance matrix; Explicit solution; Maximum likelihood estimator; Multilevel model; Spectrum; statistik; Statistics; Matematik;

    Sammanfattning : This thesis concerns the study of multilevel models with specific patterned covariance structures and addresses the issues of maximum likelihoodestimation. In particular, circular symmetric hierarchical datastructures are considered. LÄS MER

  5. 4. Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

    Författare :Yuli Liang; Tatjana von Rosen; Dietrich von Rosen; Ivan Žežula; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Block circular symmetry; covariance parameters; explicit maximum likelihood estimator; likelihood ratio test; restricted model; Toeplitz matrix; Statistics; statistik;

    Sammanfattning : This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. LÄS MER

  7. 5. Modeling Realized Covariance of Asset Returns

    Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Tatjana von Rosen; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, which consists of two papers, we consider the modeling of positive definitive symmetric matrices, in particular covariance matrices of financial asset returns. The return covariance matrix describes the magnitude in which prices of financial assets tend to change over time, and how price changes between different assets are related. LÄS MER