Sökning: "asymptotic theory"
Visar resultat 6 - 10 av 230 avhandlingar innehållade orden asymptotic theory.
6. Statistical Methods in Portfolio Theory
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
7. Robust inference of gene regulatory networks : System properties, variable selection, subnetworks, and design of experiments
Sammanfattning : In this thesis, inference of biological networks from in vivo data generated by perturbation experiments is considered, i.e. deduction of causal interactions that exist among the observed variables. Knowledge of such regulatory influences is essential in biology. LÄS MER
8. Some asymptotic results in dependence modelling
Sammanfattning : This thesis consists of two papers, both devoted to the study of asymptotics in dependence modelling. The first paper studies large deviation probabilities for a sum of dependent random variables, where the dependence stems from a few underlying random variables, so-called factors. LÄS MER
9. Asymptotic behavior of Bayesian nonparametric procedures
Sammanfattning : .... LÄS MER
10. Homogenization of some new mathematical models in lubrication theory
Sammanfattning : We consider mathematical modeling of thin film flow between two rough surfaces which are in relative motion. For example such flows take place in different kinds of bearings and gears when a lubricant is used to reduce friction and wear between the surfaces. LÄS MER