Sökning: "kernel density estimation"

Visar resultat 1 - 5 av 16 avhandlingar innehållade orden kernel density estimation.

  1. 1. 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

  3. 2. Continuous-Time Models in Kernel Smoothing

    Författare :Martin Sköld; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; deconvolution; errors-in-variables; continuous time; dependent data; bandwidth selection; asymptotic variance; Density estimation; kernel smoothing; size bias.; Mathematics; Matematik;

    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

  4. 3. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Författare :Carl Åkerlindh; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    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

  5. 4. Topics in multifractal measures, nonparametrics and biostatistics

    Författare :Attila Frigyesi; Anestesiologi och intensivvård; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; confidence interval; mixed effects; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; operational model of pharmacological agonism; concentration-response curves; dose-response curves; ventilation perfusion scintigraphy; V Q-scan; pulmonary embolism; automated method; box counting; correlation dimension; Hentschel-Procaccia dimension; Rényi dimension; generalized dimensions; fractal dimension estimation; dimension spectrum; multifractal measures; kernel density estimates; absolute continuity; singular distribution functions;

    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

  7. 5. 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