Sökning: "quantile estimation"

Visar resultat 1 - 5 av 11 avhandlingar innehållade orden quantile estimation.

1. 1. Contributions to Quantile Estimation

   Författare :Erik Brodin; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Cross validation; Extreme value theory; Generalized Pareto distribution; Kernel estimator; L-estimator; Non-parametric estimation; Order statistic; Perturbed Generlized Pareto distribution; Quantile estimation; Regular variation; Second order regular variation; Kernel estimator;

   Sammanfattning : .... LÄS MER

3. 2. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics

   Författare :Dmitrii Zholud; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Extreme Value Statistics; High-Throughput Screening; HTS; Bioinformatics; analysis of huge datasets; quality control; correction of theoretical p-values; comparison of pre-processing methods; SmartTail; estimation of False Discovery Rates; test power; distribution tail; high level excursions; quantile estimation; multiple testing; Student t−test; Welch statistic; small sample sizes; F−test; Wiener process; Gaussian random walk; Shepp statistic; limit theorems; exotic options.; estimation of False Discovery Rates;

   Sammanfattning : This thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described here, however, are applicable to statistical analysis of huge datasets in general. The main results are covered in four papers. LÄS MER

4. 3. Estimation and Inference for Quantile Regression of Longitudinal Data : With Applications in Biostatistics

   Författare :Andreas Karlsson; Johan Lyhagen; Ulf Olsson; Kenneth Carling; Uppsala universitet; []
   Nyckelord :Statistics; Bias correction; Bootstrap; Dependent errors; Hypothesis testing; Nonlinear model; Simulation study; Statistik;

   Sammanfattning : This thesis consists of four papers dealing with estimation and inference for quantile regression of longitudinal data, with an emphasis on nonlinear models.The first paper extends the idea of quantile regression estimation from the case of cross-sectional data with independent errors to the case of linear or nonlinear longitudinal data with dependent errors, using a weighted estimator. LÄS MER

5. 4. Extreme Value Statistics and Quantile Estimation with Applications in Finance and Insurance

   Författare :Erik Brodin; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis presents results in Extreme Value Statistics and quantile estimation. A first part includes a popular scientific introduction to Extreme Value Statistics and a review paper on Extreme Value Theory in finance. Further, we study new non-parametric quantile estimators for non-extreme quantiles. LÄS MER

7. 5. Group-Sparse Regression : With Applications in Spectral Analysis and Audio Signal Processing

   Författare :Ted Kronvall; Statistical Signal Processing Group; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; sparse regression; group-sparsity; statistical modeling; regularization; hyperparameter-selection; spectral analysis; audio signal processing; classification; localization; multi-pitch estimation; chroma; convex optimization; ADMM; cyclic coordinate descent; proximal gradient;

   Sammanfattning : This doctorate thesis focuses on sparse regression, a statistical modeling tool for selecting valuable predictors in underdetermined linear models. By imposing different constraints on the structure of the variable vector in the regression problem, one obtains estimates which have sparse supports, i.e. LÄS MER