Sökning: "probability functions"

Visar resultat 16 - 20 av 225 avhandlingar innehållade orden probability functions.

  1. 16. Contributions to the theory of optimal stopping

    Författare :Sören Christensen; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon. To solve Markovian problems in continuous time we introduce an approach that gives rise to explicit results in various situations. LÄS MER

  3. 17. Estimation and Model Validation of Diffusion Processes

    Författare :Erik Lindström; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Estimation and Model Validation of Diffusion Processes Abstract The main motivation for this thesis is the need for estimation and model validation of diffusion processes, i.e. stochastic processes satisfying a stochastic differential equation driven by Brownian motion. LÄS MER

  4. 18. Local Influence Analysis and Cross-over Studies

    Författare :Chengcheng Hao; Tatjana von Rosen; Dietrich von Rosen; Thomas Holgersson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Delta-beta-based local influence; Explicit maximum likelihood estimate; Influential observation; Mixed linear model; Perturbation scheme; Statistical diagnostics; Statistics; statistik;

    Sammanfattning : With a special reference to cross-over design models with random individual effects, the purpose of this dissertation is to develop new methodology to detect influential observations in the context of mixed linear models with explicit maximum likelihood estimators (MLEs).Case-weighted perturbation schemes within and between subjects in mixed models are constructed. LÄS MER

  5. 19. Essays on Bayesian Inference for Social Networks

    Författare :Johan Koskinen; Ove Frank; Philippa Pattison; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; social network analysis; Markov chain Monte Carlo; exponential random graphs; cognitive social structures; longitudinal social networks.; Statistics; Statistik;

    Sammanfattning : This thesis presents Bayesian solutions to inference problems for three types of social network data structures: a single observation of a social network, repeated observations on the same social network, and repeated observations on a social network developing through time.A social network is conceived as being a structure consisting of actors and their social interaction with each other. LÄS MER

  7. 20. 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