Sökning: "Wishart matrix"

Visar resultat 6 - 10 av 15 avhandlingar innehållade orden Wishart matrix.

  1. 6. Extreme points of the Vandermonde determinant in numerical approximation, random matrix theory and financial mathematics

    Författare :Asaph Keikara Muhumuza; Sergei Silvestrov; Anatoliy Malyarenko; Karl Lundengård; Milica Rancic; Olga Liivapuu; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Sammanfattning : This thesis discusses the extreme points of the Vandermonde determinant on various surfaces, their applications in numerical approximation, random matrix theory and financial mathematics. Some mathematical models that employ these extreme points such as curve fitting, data smoothing, experimental design, electrostatics, risk control in finance and method for finding the extreme points on certain surfaces are demonstrated. LÄS MER

  3. 7. Multivariate linear normal models with special references to the growth curve model

    Författare :Dietrich von Rosen; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : The Growth Curve Model (GMAN0VA) introduced by Potthoff & Roy (1964) and two extensions are considered. The first extension treats a Growth Curve Model with concomitant variables whereas the second is applicable when different growth curves or when linear restrictions on the parameter space, describing the mean structure in the Growth Curve Model, exist. LÄS MER

  4. 8. Large deviations of condition numbers 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 has found many applications in various fields such as physics, statistics, number theory and so on. One important approach of studying random matrices is based on their spectral properties. In this thesis, we investigate the limiting behaviors of condition numbers of suitable random matrices in terms of large deviations. LÄS MER

  5. 9. Aspects of multilinear algebra in statistical analysis of seasonal multivariate time series

    Författare :Björn Holmquist; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Representations of concepts from multivariate statistics are studied using multilinear algebra. Applications are given to the analysis of seasonal multivariate time series. The first paper concerns a class of permutation matrices which are representations of permutation operators on tensor spaces. LÄS MER

  7. 10. Statistical Methods in Portfolio Theory

    Författare :Stanislas Muhinyuza; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : In this thesis we develop new statistical theory and apply it to practical problems dealing with mean-variance optimal portfolio selection. More precisely, we derive an exact statistical test for the characterization of the location of the tangency portfolio (TP) on the efficient frontier. LÄS MER