Sökning: "bootstrap"

Visar resultat 11 - 15 av 113 avhandlingar innehållade ordet bootstrap.

1. 11. Portfolio Selection and the Analysis of Risk and Time Diversification

   Författare :Mattias Persson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; economic systems; economic theory; econometrics; Economics; Lower Partial Moment; Portfolio Selection; Parameter Uncertainty; Time Diversification; Bootstrap; Downside Risk; Estimation Risk; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Sammanfattning : This thesis is devoted to the analysis of three important issues in financial economics in general and portfolio selection in particular: the risk measure, estimation risk and time diversification. Besides a short introductory chapter the thesis consists of four empirical essays. LÄS MER

3. 12. Resampling Evaluation of Signal Detection and Classification : With Special Reference to Breast Cancer, Computer-Aided Detection and the Free-Response Approach

   Författare :Anna Bornefalk Hermansson; Rolf Larsson; Ulf Olsson; Dankmar Böhning; Uppsala universitet; []
   Nyckelord :Statistics; breast cancer; trend modelling; FROC; confidence intervals; threshold independence; bootstrap; kernel density estimation; mammography; computer-aided detection; Statistik;

   Sammanfattning : The first part of this thesis is concerned with trend modelling of breast cancer mortality rates. By using an age-period-cohort model, the relative contributions of period and cohort effects are evaluated once the unquestionable existence of the age effect is controlled for. LÄS MER

4. 13. Chemometric methods for analysis of spectroscopic data from batch process monitoring

   Författare :Erik Furusjö; KTH; []
   Nyckelord :in situ spectroscopy; reaction monitoring; organic synthesis; solubility; crystallization; multivariate calibration; curve resolution; kinetic model; reaction rate constant; activation energy; target testing; bootstrap;

   Sammanfattning : Understanding of a process is essential for processdevelopment, optimisation and scale-up. In situ spectroscopy isan attractive measurement technique that can increase processunderstanding, since samples need not be retrieved from theprocess mixture. LÄS MER

5. 14. Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference

   Författare :Ovidijus Stauskas; Joakim Westerlund; Ignace De Vos; Milda Norkute; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Panel Data; Factor Models; Bootstrap; Forecasting; Non-Stationary Data; Common Correlated Effects; CCE;

   Sammanfattning : This thesis consists of five chapters which focus on panel data theory. Four of them analyze explicit panel data models and one chapter deals with time series forecasting model, where external panel data help us estimate unobserved explanatory variables. LÄS MER

7. 15. Space-Time Algorithms for Mobile Communications

   Författare :Per Pelin; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; antenna array; model order selection; equalization; Bootstrap; space-time propagation; synchronization; RAKE-combiner; real data; data reduction; spatial diversity; finite alphabet;

   Sammanfattning : Algorithms are presented for space-time signal processing in mobile communication systems employing base station antenna arrays. Two main issues are concerned. Reception of data transmitted on the uplink (mobile to base station transmission), and estimation of the parameters of the space-time mobile channel. LÄS MER