Sökning: "two-step estimator"

Visar resultat 1 - 5 av 8 avhandlingar innehållade orden two-step estimator.

1. 1. Calibration Adjustment for Nonresponse in Sample Surveys

   Författare :Bernardo João Rota; Thomas Laitila; Sune Karlsson; Risto Lehtonen; Örebro universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Auxiliary variables; Calibration; Nonresponse; principal com-ponents; regression estimator; response probability; survey sampling; two-step estimator; variance estimator; weighting; Statistics; Statistik;

   Sammanfattning : In this thesis, we discuss calibration estimation in the presence of nonresponse with a focus on the linear calibration estimator and the propensity calibration estimator, along with the use of different levels of auxiliary information, that is, sample and population levels. This is a fourpapers- based thesis, two of which discuss estimation in two steps. LÄS MER

3. 2. Order restricted inference over countable preordered sets. Statistical aspects of neutron detection

   Författare :Vladimir Pastukhov; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Constrained inference; Isotonic regression; Density estimation; Grenander estimator; Limit distribution; Neutron detection;

   Sammanfattning : This thesis consists of four papers. In the first paper, we study the isotonic regression estimator over a general countable preordered set. We obtain the limiting distribution of the estimator and study its properties. Also, it is shown that the isotonisation preserves the rate of convergence of the underlying estimator. LÄS MER

4. 3. Modeling financial volatility : A functional approach with applications to Swedish limit order book data

   Författare :Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; Statistics; computer and systems science; Statistik; data- och systemvetenskap; ekonometri; Econometrics;

   Sammanfattning : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. LÄS MER

5. 4. The prospects for the East African Monetary Union : An empirical analysis

   Författare :Yvonne Umulisa; R. Scott Hacker; Almas Heshmati; Guglielmo Maria Caporale; Jönköping University; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This thesis operationalizes the theory of optimum currency areas, which describes the preconditions (criteria) that countries must fulfill prior to forming a monetary union. In light of the different dimensions of the theory that are examined, the empirical findings from the four papers in this thesis seem to favor forming a monetary union among East African Community (EAC) partner states. LÄS MER

7. 5. State Estimation of Lithium-ion Batteries

   Författare :Xiaolei Bian; Longcheng Liu; Jinying Yan; Huazhen Fang; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Lithium-ion battery; State of charge; State of health; Model-based method; Extended Kalman filter; Filter tuning; Fusion model; Chemical Engineering; Kemiteknik;

   Sammanfattning : To guarantee the safety operation, the key states of lithium-ion battery, e.g., the state of charge and the state of health, must be estimated and monitored accurately. This thesis is mainly to develop models and algorithms to accurately and robustly estimate the key battery states, based on the available measurements i. LÄS MER