Sökning: "skewness"
Visar resultat 1 - 5 av 52 avhandlingar innehållade ordet skewness.
1. Semi-Markov Models for Insurance and Option Rewards
Sammanfattning : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. LÄS MER
2. Blind Enhancement of Harmonically Related Signals by Maximizing Skewness
Sammanfattning : Rolling element bearings are used in rotating machinery in various industry branches. Their health status must be monitored continuously in order to establish proper operational conditions in a production process. LÄS MER
3. Essays on Income Risk and Inequality
Sammanfattning : Consumption Dynamics under Time-Varying Unemployment Risk We study the response of households' demand for durable goods to fluctuations in unemployment risk. First, using survey data, we document that household durable expenditures react strongly to unemployment risk, while the effect on nondurable expenditures is indistinguishable from zero. LÄS MER
4. Essays on Gaussian Probability Laws with Stochastic Means and Variances : With Applications to Financial Economics
Sammanfattning : This work consists of four articles concerning Gaussian probability laws with stochastic means and variances. The first paper introduces a new way of approximating the probability distribution of a function of random variables. This is done with a Gaussian probability law with stochastic mean and variance. LÄS MER
5. Aspects of Moment Testing when p>n
Sammanfattning : This thesis concerns the problem of statistical hypothesis testing for mean vector as well as testing for non-normality in a high-dimensional setting which is called the Kolmogorov condition. Since we consider mainly the first and the second moment in testing for mean vector and we utilize the third and the fourth moment in testing for non-normality, this thesis concerns a more general moment testing problem. LÄS MER