Sökning: "asymptotic standard errors"

Visar resultat 1 - 5 av 12 avhandlingar innehållade orden asymptotic standard errors.

1. 1. Contributions to Kernel Equating

   Författare :Björn Andersson; Fan Yang-Wallentin; Marie Wiberg; Alina A. von Davier; Jorge González; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; observed-score test equating; item response theory; R; equipercentile equating; asymptotic standard errors; non-equivalent groups with anchor test design; Statistics; Statistik;

   Sammanfattning : The statistical practice of equating is needed when scores on different versions of the same standardized test are to be compared. This thesis constitutes four contributions to the observed-score equating framework kernel equating. LÄS MER

3. 2. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging

   Författare :Mats Brodén; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Discrete time hedging; discretization error; L2 convergence; Non-linear Kalman filters; Calibration;

   Sammanfattning : The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. LÄS MER

4. 3. EM Estimation in Phase Type Models

   Författare :Marita Olsson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; phase type distributions; coxian distribution; EM algorithm; I-divergence; density estimation; right censoring; interval censoring; standard error estimation; asymptotic theory; jackknife; relapse clinical trials; survival data; hidden Markov chain; I-divergence;

   Sammanfattning : This thesis consists of four articles whose theme in common is the class of phase type distributions. In the first article an EM algorithm is presented to estimate the parameters of a phase type distribution of fixed order. Also, it is shown that the algorithm can be used to approximate other continuous distributions by phase type distributions. LÄS MER

5. 4. A covariance structure analysis approach to the errors-in-variables estimation problem

   Författare :David Kreiberg; Fan Yang-Wallentin; Håkan Hjalmarsson; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; System identification; errors-in-variables models; structural equation modeling; confirmatory factor analysis; minimum distance estimator; separable nonlinear least squares; Statistics; Statistik;

   Sammanfattning : It is a well-known fact that standard regression techniques, when applied to errors-in-variables (EIV) models, lead to biased and inconsistent parameter estimation. The work presented in this thesis address the EIV estimation problem using covariance structure analysis (CSA). LÄS MER

7. 5. Quantization of Random Processes and Related Statistical Problems

   Författare :Mykola Shykula; Oleg Seleznjev; Patrik Rydén; Igor Rychlik; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; scalar quantization; random process; rate; distortion; additive noise model; run-length encoding; compression; sample estimate; asymptotical normality; Mathematical statistics; Matematisk statistik;

   Sammanfattning : In this thesis we study a scalar uniform and non-uniform quantization of random processes (or signals) in average case setting. Quantization (or discretization) of a signal is a standard task in all nalog/digital devices (e.g., digital recorders, remote sensors etc. LÄS MER