Sökning: "likelihood"

Visar resultat 1 - 5 av 771 avhandlingar innehållade ordet likelihood.

  1. 1. 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 :NATURAL SCIENCES; NATURVETENSKAP; 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

  3. 2. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model

    Författare :Martin Solberger; Rolf Larsson; Johan Lyhagen; Jean-Pieree Urbain; Uppsala universitet; []
    Nyckelord :panel unit root; dynamic factors; maximum likelihood; Lagrange multiplier; likelihood ratio; factor analysis; Statistics; Statistik;

    Sammanfattning : Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. LÄS MER

  4. 3. Fatigue limit, inclusion and finite lives - a statistical point of view

    Författare :Sara Lorén; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :censoring; likelihood; profile predictive likelihood; staircase test; extreme value; likelihood;

    Sammanfattning : An important design property of steel is the fatigue limit, i.e. the load level where a specimen has infinite life. For the material it can also be defined an endurance limit, which is the stress level at which the specimen has a certain life. LÄS MER

  5. 4. Feasible computation of generalized linear mixed models with application to credit risk modelling

    Författare :Md. Moudud Alam; Göran Boström; Örebro universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Credit risk; cluster correlation; GLMM; large data; two-step pseudo likelihood estimation; defaults contagion; predictive likelihood; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Statistics; Statistik; Statistics; Statistik; predictive likelihood.; Complex Systems – Microdata Analysis; Komplexa system - mikrodataanalys;

    Sammanfattning : This thesis deals with developing and testing feasible computational procedures to facilitate the estimation of and carry out the prediction with the generalized linear mixed model (GLMM) with a scope of applying them to large data sets. The work of this thesis is motivated from an issue arising incredit risk modelling. LÄS MER

  7. 5. Selection and ranking procedures based on likelihood ratios

    Författare :Jayanti Chotai; Umeå universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Subset selection; likelihood ratio; hypothesis testing; order restrictions; normal distribution; uniform distribution; complete ranking; P* -condition; loss function;

    Sammanfattning : This thesis deals with random-size subset selection and ranking procedures• • • )|(derived through likelihood ratios, mainly in terms of the P -approach.Let IT , . .. LÄS MER