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Visar resultat 11 - 15 av 19 avhandlingar som matchar ovanstående sökkriterier.

  1. 11. A semiparametric estimator of the mean of heavy-tailed distributions

    Författare :Joachim Johansson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER

  3. 12. Selection of smoothing parameters with application in causal inference

    Författare :Jenny Häggström; Xavier de Luna; Marie Wiberg; Yanyuan Ma; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Smoothing parameter selection; Nonparametric regression; Semiparametric additive model; Double smoothing; Causal inference; BMI; Divorce; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : This thesis is a contribution to the research area concerned with selection of smoothing parameters in the framework of nonparametric and semiparametric regression. Selection of smoothing parameters is one of the most important issues in this framework and the choice can heavily influence subsequent results. LÄS MER

  4. 13. Valid causal inference in high-dimensional and complex settings

    Författare :Niloofar Moosavi; Xavier de Luna; Jenny Häggström; Edward Kennedy; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Causal inference; high dimension; sensitivity analysis; variable selection; convolutional neural network; semiparametric efficiency bound; Statistics; statistik;

    Sammanfattning : The objective of this thesis is to consider some challenges that arise when conducting causal inference based on observational data. High dimensionality can occur when it is necessary to adjust for many covariates, and flexible models must be used to meet convergence assumptions. The latter may require the use of a novel machine learning estimator. LÄS MER

  5. 14. Essays on human capital & econometric methods

    Författare :Andrew Proctor; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This doctoral thesis in Economics consists of four self-contained chapters.“Did the apple fall far from the tree?” examines the interaction of uncertain-ty and learning about ability with family background in the determination of human capital decisions. LÄS MER

  7. 15. Essays on Financial Market Volatility

    Författare :Ai Jun HOU; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nonparametric GARCH model; News Impact Curve; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets;

    Sammanfattning : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. LÄS MER