Sökning: "heteroscedasticity"

Visar resultat 1 - 5 av 18 avhandlingar innehållade ordet heteroscedasticity.

  1. 1. Genetic Heteroscedasticity for Domestic Animal Traits

    Författare :Majbritt Felleki; Erling Strandberg; Lars Rönnegård; Ole Fredslund Christensen; Högskolan Dalarna; Sveriges lantbruksuniversitet; []
    Nyckelord :AGRICULTURAL SCIENCES; LANTBRUKSVETENSKAPER; NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; Quantitative genetics; genetic heteroscedasticity of residuals; genetic heterogeneity of environmental variation; genetic heterogeneity of residual variance; double hierarchical generalized linear models; teat count in pigs; litter size in pigs; milk yield in cows; somatic cell count in cows; Komplexa system - mikrodataanalys;

    Sammanfattning : Animal traits differ not only in mean, but also in variation around the mean. For instance, one sire’s daughter group may be very homogeneous, while another sire’s daughters are much more heterogeneous in performance. The difference in residual variance can partially be explained by genetic differences. LÄS MER

  2. 2. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series

    Författare :Pär Stockhammar; Lars-Erik Öller; Daniel Thorburn; Agustin Maravall; Stockholms universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Heteroscedasticity; variance stabilizing filters; the mixed Normal - Asymmetric Laplace distribution; density forecasting; detrending filters; spectral analysis; the connection between financial data and economic growth; Statistics; Statistik; statistik; Statistics;

    Sammanfattning : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. LÄS MER

  3. 3. Local Polynomial Regression with Application on Lidar Measurements

    Författare :Torgny Lindström; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik; differential equations; Funktioner; differentialekvationer; variance-function estimation.; spatial dependence; nonparametric; local polynomial regression; local bandwidth selection; lidar; heteroscedasticity; Bivariate estimation; differential absorption; Functions;

    Sammanfattning : This thesis deals with the problem of estimating a function or one of its derivatives from a set of measurements, mainly of a bivariate or spatial nature which is so common in environmental applications. In this work particular attention has been on the lidar (light detection and ranging) application which is a versatile technique for measurement of among other things atmospheric trace gases. LÄS MER

  4. 4. Weighted Analysis of Microarray Experiments

    Författare :Anders Sjögren; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :NATURVETENSKAP; NATURVETENSKAP; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; NATURAL SCIENCES; ENGINEERING AND TECHNOLOGY; DNA microarray; differential expression; gene expression; quality control QC ; quality assurance QA ; quality assessment; generalised linear model; empirical Bayes; weighted moderated statistic; invalid p-value; heteroscedasticity; WAME; heteroscedasticity;

    Sammanfattning : DNA microarrays are strikingly efficient tools for analysing gene expression for large sets of genes simultaneously. The aim is often to identify genes which are differentially expressed between some studied conditions, thereby gaining insight into which cellular mechanisms are differently active between the conditions. LÄS MER

  5. 5. Issues of multicollinearity and conditional heteroscedasticy in time series econometrics

    Författare :Kristofer Månsson; Ghazi Shukur; Högskolan i Jönköping; []

    Sammanfattning : This doctoral thesis consists of four chapters all related to the field of time series econometrics. The main contribution is firstly the development of robust methods when testing for Granger causality in the presence of generalized autoregressive conditional heteroscedasticity (GARCH) and causality-in-variance (i.e. spillover) effects. LÄS MER