Sökning: "Wishart matrix"

Visar resultat 11 - 15 av 15 avhandlingar innehållade orden Wishart matrix.

1. 11. Large deviations of condition numbers and extremal eigenvalues of random matrices

   Författare :Denise Uwamariya; Xiangfeng Yang; Martin Singull; Dietrich von Rosen; Filip Lindskog; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : Random matrix theory found applications in many areas, for instance in statistics random matrices are used to analyse multivariate data and their eigenvalues are used in hypothesis testing. Spectral properties of random matrices have been studied extensively in the literature dealing with both the bulk case (involving all the eigenvalues) and the extremal case (addressing the maximal and minimal eigenvalues). LÄS MER

3. 12. 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

4. 13. Contributions to linear discriminant analysis with applications to growth curves

   Författare :Edward Kanuti Ngailo; Martin Singull; Dietrich von Rosen; Anuradha Roy; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis concerns contributions to linear discriminant analysis with applications to growth curves.Firstly, we present the linear discriminant function coefficients in a stochastic representation using random variables from the standard univariate distributions. LÄS MER

5. 14. Multitemporal Spaceborne Polarimetric SAR Data for Urban Land Cover Mapping

   Författare :Xin Niu; Yifang Ban; Laurent Ferro-Famil; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; RADARSAT-2; Spaceborne; Polarimetric SAR; Urban Land cover; Object-based Rule-based Classification; Support Vector Machines; Contextual; Stochastic Expectation-Maximization; Markov Random Field.;

   Sammanfattning : Urban land cover mapping represents one of the most important remote sensing applications in the context of rapid global urbanization. In recent years, high resolution spaceborne Polarimetric Synthetic Aperture Radar (PolSAR) has been increasingly used for urban land cover/land-use mapping, since more information could be obtained in multiple polarizations and the collection of such data is less influenced by solar illumination and weather conditions. LÄS MER

7. 15. Statistical Inference of Tangency Portfolio in Small and Large Dimension

   Författare :Stanislas Muhinyuza; Taras Bodnar; Dietrich von Rosen; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tangency portfolio; Mean-variance portfolio; High-dimensional asymptotics; Test theory; Mathematical Statistics; matematisk statistik;

   Sammanfattning : This thesis considers statistical test theory in portfolio theory. It analyses the asymptotic behavior of the considered tests in the high-dimensional setting, meaning k/n → c ∈ (0, ∞) as n → ∞, where k and n are portfolio size and sample size, respectively. LÄS MER