Sökning: "predictive likelihood"

Visar resultat 1 - 5 av 59 avhandlingar innehållade orden predictive likelihood.

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

   Författare :Sara Lorén; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; 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

3. 2. Feasible computation of generalized linear mixed models with application to credit risk modelling

   Författare :Md. Moudud Alam; Göran Boström; Örebro universitet; []
   Nyckelord :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; Complex Systems – Microdata Analysis;

   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

4. 3. Predictability in Equity Markets: Estimation and Inference

   Författare :Tamás Kiss; Erik Hjalmarsson; Ádám Faragó; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary regressor; Persistence Adjustment; Predictive Regressions; Predictive System; Present-value relationship; Return Predictability; Stock-return Predictability; Non-stationary regressor Persistence Adjustment Predictive Regressions Predictive System Present-value relationship Return Predictability Stock-return Predictability;

   Sammanfattning : The thesis consists of three chapters dealing with predictability in equity markets. The first chapter analyses predictive regressions in a predictive system framework, where the predictor is an imperfect proxy for the expected returns. LÄS MER

5. 4. Univariate and Multivariate Surveillance of Outbreaks

   Författare :Linus Schiöler; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; change-points; expected delay; exponential family; false alarms; generalised likelihood; inference principles; influenza; MEWMA; monitoring; multivariate; ordered regression; performance metrics; outbreak; predictive value; subjective judgment; spatial; statistical models; surveillance; tularemia;

   Sammanfattning : In many areas there is a need to monitor observations in order to detect changes in the underlying processes as quickly as possible. The theory of statistical surveillance provides the possibility of making optimal decisions about whether a change has occurred or not based on the data available at the time of the decision. LÄS MER

7. 5. Knowledge-based speech enhancement

   Författare :Sriram Srinivasan; Bastiaan Kleijn; Rainer Martin; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; speech enhancement; noise reduction; linear predictive coe±cients; autoregressive; codebooks; maximum-likelihood; Bayesian; nonstationary noise; blind source separation.; Telecommunication; Telekommunikation;

   Sammanfattning : Speech is a fundamental means of human communication. In the last several decades, much effort has been devoted to the efficient transmission and storage of speech signals. With advances in technology making mobile communication ubiquitous, communications anywhere has become a reality. LÄS MER