Search for dissertations about: "aktuariematematik"
Showing result 21 - 25 of 35 swedish dissertations containing the word aktuariematematik.
-
21. Monte Carlo Results for Bootstrap Tests in Systems with Integrated-Cointegrated Variables
Abstract : When we study the properties of a test procedure, two aspects are of prime importance. Firstly, we wish to know if the actual size of the test (i.e., the probability of rejecting the null when true) is close to the nominal size (used for calculating the critical values). READ MORE
-
22. The Uncertain Dichotomous Choice Model - Some Results
Abstract : A probabilistic framework used in studying collective decision making is the uncertain dichotomous choice model. The model is essentially characterized by two components: the organizational structure and the voting process. READ MORE
-
23. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models
Abstract : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. READ MORE
-
24. Feature Informativeness, Curse-of-Dimensionality and Error Probability in Discriminant Analysis
Abstract : This thesis is based on four papers on high-dimensional discriminant analysis. Throughout, the curse-of-dimensionality effect on the precision of the discrimination performance is emphasized. A growing dimension asymptotic approach is used for assessing this effect and the limiting error probability are taken as the performance criteria. READ MORE
-
25. A Probabilistic Model for Positional Voting - Spectrum Games -
Abstract : This thesis considers a class of cooperative n-person games (voting games) in which the voters are spread across an ideological scale. The two most commonly used measures of individual voting power in voting games are the Shapley-Shubik index and the Banzhaf-Coleman index. In both indices, the actors are assumed anomymous and treatad symmetrically. READ MORE