Sökning: "heteroscedastic errors"

Hittade 2 avhandlingar innehållade orden heteroscedastic errors.

  1. 1. 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. 2. Moment Estimation Using Extreme Value Methods

    Författare :Joachim Johansson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Pareto distribution; mean estimation; heavy tailed distributions; telecommunication; m -dependence; superpopulation sampling; peaks over threshold; telecommunication;

    Sammanfattning : The thesis is composed of three papers, all dealing with the application of extreme value methods to the problem of moment estimation for heavy-tailed distributions. In Paper A, an asymptotically normally distributed estimate for the expected value of a positive random variable with infinite variance is introduced. LÄS MER