Sökning: "weighted least squares estimator."

Visar resultat 6 - 9 av 9 avhandlingar innehållade orden weighted least squares estimator..

  1. 6. Continuous-Time Models in Kernel Smoothing

    Författare :Martin Sköld; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; deconvolution; errors-in-variables; continuous time; dependent data; bandwidth selection; asymptotic variance; Density estimation; kernel smoothing; size bias.; Mathematics; Matematik;

    Sammanfattning : This thesis consists of five papers (Papers A-E) treating problems in non-parametric statistics, especially methods of kernel smoothing applied to density estimation for stochastic processes (Papers A-D) and regression analysis (Paper E). A recurrent theme is to, instead of treating highly positively correlated data as ``asymptotically independent'', take advantage of local dependence structures by using continuous-time models. LÄS MER

  3. 7. Essays on Estimation Methods for Factor Models and Structural Equation Models

    Författare :Shaobo Jin; Fan Yang-Wallentin; Rolf Larsson; Li Cai; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; shrinkage; factor rotation; penalized maximum likelihood; pseudo-maximum likelihood; multi-group analysis; ordinal data; robustness; Statistics; Statistik;

    Sammanfattning : This thesis which consists of four papers is concerned with estimation methods in factor analysis and structural equation models. New estimation methods are proposed and investigated.In paper I an approximation of the penalized maximum likelihood (ML) is introduced to fit an exploratory factor analysis model. LÄS MER

  4. 8. Space-Time Parameter Estimation in Radar Array Processing

    Författare :Fredrik Athley; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : This thesis is about estimating parameters using an array of spatially distributed sensors. The material is presented in the context of radar array processing, but the analysis could be of interest in a wide range of applications such as communications, sonar, radio astronomy, seismology, and medical diagnosis. LÄS MER

  5. 9. PMU-based State Estimation for Hybrid AC and DC Grids

    Författare :Wei Li; Luigi Vanfretti; Hao Zhu; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Power system state estimation plays key role in the energy management systems(EMS) of providing the best estimates of the electrical variables in the grid that arefurther used in functions such as contingency analysis, automatic generation control,dispatch, and others. The invention of phasor measurement units (PMUs) takes thepower system operation and control into a new era, where PMUs’ high reportingrate and synchronization characteristics allow the development of new wide-areamonitoring, protection, and control (WAMPAC) application to enhance the grid’sresiliency. LÄS MER