Sökning: "Variance estimation"

Visar resultat 11 - 15 av 179 avhandlingar innehållade orden Variance estimation.

  1. 11. Applications of Bayesian Econometrics to Financial Economics

    Författare :Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Sammanfattning : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. LÄS MER

  3. 12. Female sex hormones and health outcomes in women with specific focus on asthma

    Författare :Guo-Qiang Zhang; Göteborgs universitet; []
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; asthma; Bayesian estimation; case-control; causal inference; estrogens; female sex hormones; hormonal contraceptives; menarche; menopausal hormone therapy; menopause; meta-analysis; multiple imputation; progestogens; research reproducibility; robust variance estimation; systematic review; umbrella review; women;

    Sammanfattning : In humans, gender differences exist across a wide spectrum of diseases. For instance, women are more likely to develop Sjogren’s syndrome, systemic lupus erythematosus, and autoimmune thyroid disease compared to men. LÄS MER

  4. 13. On variance estimation for the two-phase regression estimator

    Författare :Martin Axelson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Informatics; computer and systems science; Informatik; data- och systemvetenskap; Informatics; computer and systems science; Informatik; data- och systemvetenskap; statistik; Statistics;

    Sammanfattning : Regression estimation under two-phase sampling is a cost-effective technique for estimating a finite population total. This dissertation consists of four papers, summarized in an introductory chapter, all of which focus on the use of auxiliary information in estimating the variance of the generalted regression estimator under two-phase sampling. LÄS MER

  5. 14. Contributions to generalized Wilcoxon rank tests

    Författare :Marie-Louise Öhman; Hans Nyquist; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Censored data rank sum tests; Gehan s test; Generalized Wilcoxon test; Jackknifing; Two sample problem; Simulation; Survival data; Variance estimation; Influence function; Gross error sensitivity; Sensitivity curve; Misclassification; Statistics; computer and systems science; Statistik; data- och systemvetenskap; Statistics; statistik;

    Sammanfattning : In unbalanced small sample size problems with right censorings, the variance estmators of linear rank statistics, may be biased. This is the case with the commonly applied variance estimators for the generalized Wilcoxon rank test statistics of Gehan and Prentice. LÄS MER

  7. 15. Design flood estimation under uncertainty

    Författare :Kenechukwu Okoli; Giuliano Di Baldassarre; András Bárdossy; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Dimensionerande flöden; osäkerheter; avrinningsmodellering; frekvens analys.; Dimensionerande flöden; osäkerheter; avrinningsmodellering; frekvens analys.; Design flood; uncertainty; rainfall-runoff; frequency analysis.; Hydrology; Hydrologi;

    Sammanfattning : Att bestämma dimensionerande flöden, d.v.s. sannolikheten för att vat-tenföringen i ett vattendrag överskrider ett givet värde, är ett allmänt hydrologiskt problem som exempelvis används för att utvärdera över-svämningsrisker i vattendrag samt för att dimensionera hydrauliska kon-struktioner. LÄS MER