Sökning: "maximum likelihood estimator"

Visar resultat 21 - 25 av 68 avhandlingar innehållade orden maximum likelihood estimator.

  1. 21. Order restricted inference over countable preordered sets. Statistical aspects of neutron detection

    Författare :Vladimir Pastukhov; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Constrained inference; Isotonic regression; Density estimation; Grenander estimator; Limit distribution; Neutron detection;

    Sammanfattning : This thesis consists of four papers. In the first paper, we study the isotonic regression estimator over a general countable preordered set. We obtain the limiting distribution of the estimator and study its properties. Also, it is shown that the isotonisation preserves the rate of convergence of the underlying estimator. LÄS MER

  3. 22. Classification of Remotely Sensed Data Utilising the Autocorrelation between Spatio-Temporal Neighbours

    Författare :Ann-Marie Flygare; Sweden Umeå Umeå University Department of Mathematical Statistics; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Image classification; strong mixing; spatio-temporal model; autocorrelation model; autocorrelation estimator; robustness aspects; strong consistency; asymptotic normality; evaluation; Statistik; Statistics;

    Sammanfattning : The subject of this thesis is methods for classifying land using satellite images, and adherent parameter estimation. A satellite image consists of a set of pixels where measurements of spectral intensities are observed. Based on these spectral intensities, each pixel is assigned a class. LÄS MER

  4. 23. Essays on random effects models and GARCH

    Författare :Jimmy Skoglund; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four essays, three in the field of random effects models and one in the field of GARCH. The first essay in this thesis, ''Maximum likelihood based inference in the two-way random effects model with serially correlated time effects'', considers maximum likelihood estimation and inference in the two-way random effects model with serial correlation. LÄS MER

  5. 24. Applications of common principal components in multivariate and high-dimensional analysis

    Författare :Toni Duras; Thomas Holgersson; Tatjana Pavlenko; Jönköping University; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four papers, all exploring some aspect of common principal component analysis (CPCA), the generalization of PCA to multiple groups. The basic assumption of the CPC model is that the space spanned by the eigenvectors is identical across several groups, whereas eigenvalues associated with the eigenvectors can vary. LÄS MER

  7. 25. Topics in projective algebraic optimization

    Författare :Lukas Gustafsson; Sandra Di Rocco; Kathlén Kohn; Cordian Riener; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis explores optimization challenges within algebraic statistics, employing both topological and geometrical methodologies to derive new insights. The main focus is the optimization degree of nearest point and Gaussian maximum likelihood estimation problems with algebraic constraints. LÄS MER