Sökning: "estimation theory"

Visar resultat 6 - 10 av 494 avhandlingar innehållade orden estimation theory.

  1. 6. Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression

    Författare :Kristi Kuljus; Silvelyn Zwanzig; Dietrich von Rosen; Jana Jureckova; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; elliptical distributions; multivariate ranks; rank covariance matrix; linear rank regression; heteroscedastic errors; linear rank statistics; Mathematical statistics; Matematisk statistik;

    Sammanfattning : This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. LÄS MER

  3. 7. The Origin-Destination Matrix Estimation Problem : Analysis and Computations

    Författare :Anders Peterson; Jan Lundgren; Torbjörn Larsson; Lars-Göran Mattsson; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Traffic modelling; Travel demand; Origin--Destination matrix; Traffic flow observation; Detector allocation; Estimation.; OD-matris; Trafikflödesobservation; Detektorallokering; Skattning; Trafikmodellering; Reseefterfrågan; Optimization; systems theory; Optimeringslära; systemteori;

    Sammanfattning : For most kind of analyses in the field of traffic planning, there is a need for origin--destination (OD) matrices, which specify the travel demands between the origin and destination nodes in the network. This thesis concerns the OD-matrix estimation problem, that is, the calculation of OD-matrices using observed link flows. LÄS MER

  4. 8. 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. 9. Composite Likelihood Estimation for Latent Variable Models with Ordinal and Continuous, or Ranking Variables

    Författare :Myrsini Katsikatsou; Fan Yang-Wallentin; Irini Moustaki; Karl Gustav Jöreskog; Ruggero Bellio; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; latent variable models; factor analysis; structural equation models; Thurstonian model; item response theory; composite likelihood estimation; pairwise likelihood estimation; maximum likelihood; weighted least squares; ordinal variables; ranking variables; lavaan; Statistics; Statistik;

    Sammanfattning : The estimation of latent variable models with ordinal and continuous, or ranking variables is the research focus of this thesis. The existing estimation methods are discussed and a composite likelihood approach is developed. LÄS MER

  7. 10. Nonparametric Functional Estimation under Order Restrictions

    Författare :Dragi Anevski; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; monotonicity; convexity; deconvolution; kernel smoothing; NPMLE; long range dependence; greatest convex minorant; mixing; Density estimation; limit distribution.; regression; Mathematics; Matematik;

    Sammanfattning : This thesis consists of three papers (Papers A-C) on problems in nonparametric functional estimation, in particular density and regression function estimation and deconvolution, under order assumptions. Pointwise limit distribution results are stated for the obtained estimators, which include isotonic regression estimates, nonparametric maximum likelihood estimates of monotone densities, estimates of convex regression and density functions and deconvolution estimates. LÄS MER