Sökning: "weighted least squares estimator."
Visar resultat 1 - 5 av 9 avhandlingar innehållade orden weighted least squares estimator..
1. Some Aspects on Confirmatory Factor Analysis of Ordinal Variables and Generating Non-normal Data
Sammanfattning : This thesis, which consists of five papers, is concerned with various aspects of confirmatory factor analysis (CFA) of ordinal variables and the generation of non-normal data. The first paper studies the performances of different estimation methods used in CFA when ordinal data are encountered. LÄS MER
2. Some Contributions to Description and Validation of the Extreme Value Distribution
Sammanfattning : This thesis focuses on the validation and description of the Gumbel distribution. Since this is a scale and location parameter distribution, the generalized least squares regression of the order statistics on the expected values can be used, without the necessity of iteration, to obtain the best linear unbiased estimates of the parameters. LÄS MER
3. Adaptive finite element methods for parameter estimation problems in partial differential equations
Sammanfattning : Physical and chemical phenomena are often described by a system of partial di®erential equations. These equations usually involve unknown parameters, which cannot be measured directly but which can be adjusted to make the model predictions match the observed data. LÄS MER
4. Composite Likelihood Estimation for Latent Variable Models with Ordinal and Continuous, or Ranking Variables
Sammanfattning : The estimation of latent variable models with ordinal and continuous, or ranking variables is the research focus of this thesis. The existing estimation methods are discussed and a composite likelihood approach is developed. LÄS MER
5. Estimation and Inference for Quantile Regression of Longitudinal Data : With Applications in Biostatistics
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