Sökning: "maximum likelihood estimator"

Visar resultat 6 - 10 av 68 avhandlingar innehållade orden maximum likelihood estimator.

  1. 6. Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

    Författare :Yuli Liang; Tatjana von Rosen; Dietrich von Rosen; Ivan Žežula; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Block circular symmetry; covariance parameters; explicit maximum likelihood estimator; likelihood ratio test; restricted model; Toeplitz matrix; Statistics; statistik;

    Sammanfattning : This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. LÄS MER

  3. 7. Inference techniques for stochastic nonlinear system identification with application to the Wiener-Hammerstein models

    Författare :Giuseppe Giordano; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; nonlinear systems; system identification; stochastic; Maximum Likelihood; Wiener-Hammerstein; Monte Carlo; Newton s method;

    Sammanfattning : Stochastic nonlinear systems are a specific class of nonlinear systems where unknown disturbances affect the system's output through a nonlinear transformation. In general, the identification of parametric models for this kind of systems can be very challenging. LÄS MER

  4. 8. Semiparametric survival models for routine register data

    Författare :Frank Eriksson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Survival; transformation; clustered; likelihood; random effects; case-cohort; routine register; semiparametric; clustered;

    Sammanfattning : Routine registers offer researchers opportunities to carry out studies of covariate effects on lifetimes of rare diseases otherwise infeasible because of the large cohorts required. Familial relationships necessary for analysis of environmental or genetic factors can be identified by record linking. LÄS MER

  5. 9. A study of multilevel models with block circular  symmetric covariance structures

    Författare :Yuli Liang; Tatjana von Rosen; Dietrich von Rosen; Abdullah Almasri; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Block circular symmetry; Covariance matrix; Explicit solution; Maximum likelihood estimator; Multilevel model; Spectrum; statistik; Statistics; Matematik;

    Sammanfattning : This thesis concerns the study of multilevel models with specific patterned covariance structures and addresses the issues of maximum likelihoodestimation. In particular, circular symmetric hierarchical datastructures are considered. LÄS MER

  7. 10. Methods for interval-censored data and testing for stochastic dominance

    Författare :Angel G. Angelov; Magnus Ekström; Maria Karlsson; Bengt Kriström; Per Johansson; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Interval-censored data; Informative censoring; Self-selected intervals; Questionnaire-based studies; Maximum likelihood; Permutation test; Two-sample test; Stochastic dominance; Four-decision test; Statistics; statistik;

    Sammanfattning : This thesis includes four papers: the first three of them are concerned with methods for interval-censored data, while the forth paper is devoted to testing for stochastic dominance.In many studies, the variable of interest is observed to lie within an interval instead of being observed exactly, i.e. LÄS MER