Sökning: "kernel density estimation"
Visar resultat 1 - 5 av 14 avhandlingar innehållade orden kernel density estimation.
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
Sammanfattning : This thesis consists of five papers (Papers A-E) treating problems in non-parametric statistics, especially methods of kernel smoothing applied to density estimation for stochastic processes (Papers A-D) and regression analysis (Paper E). A recurrent theme is to, instead of treating highly positively correlated data as ``asymptotically independent'', take advantage of local dependence structures by using continuous-time models. LÄS MER
Sammanfattning : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. LÄS MER
Sammanfattning : This thesis consists of four papers. The first two papers, which comprise the main part of the thesis, deal with an unexpected connection between kernel density estimators and dimension spectra for multifractal measures. LÄS MER
5. Resampling Evaluation of Signal Detection and Classification : With Special Reference to Breast Cancer, Computer-Aided Detection and the Free-Response Approach
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