Search for dissertations about: "goodness of fit"

Showing result 1 - 5 of 53 swedish dissertations containing the words goodness of fit.

2. 1. On the Measurement of Model Fit for Sparse Categorical Data

   Author : Katrin Kraus; Dag Sörbom; Ghazi Shukur; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; goodness-of-fit; sparseness; model fit; categorical data; fit statistic; sparse contingency table; Statistics; Statistik;

   Abstract : This thesis consists of four papers that deal with several aspects of the measurement of model fit for categorical data. In all papers, special attention is paid to situations with sparse data. READ MORE

4. 2. Goodness-of-fit in Multivariate Time Series

   Author : Huong Nguyen Thu; Campus de Getafe Facultad de Ciencias Sociales y Jurıdicas Department of Statistics Universidad Carlos III de Madrid; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

   Abstract : Goodness-of-fit is an important task in time series analysis. In this thesis, wepropose a new family of statistics and a new goodness-of-fit process for the wellknownmultivariate autoregressive moving average VARMA(p,q) model.Some preliminary results are studied first for an initial goodness-of-fit method. READ MORE

5. 3. Some Contributions to Description and Validation of the Extreme Value Distribution

   Author : MirNabi PirouziFard; Statistiska institutionen; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; weighted least squares estimator.; probability plot; power of tests; extreme value distribution; variances and covariances; goodness-of-fit tests; order statistics; Approximations of means;

   Abstract : 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. READ MORE

6. 4. On variance estimation and a goodness-of-fit test using the bootstrap method

   Author : Saeid Amiri; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis deals with the study of variance estimation using the bootstrap method, including the problem of choosing between nonparametric and parametric bootstrap methods. Paper I compares the two approaches, determines which method is preferable and analyses the accuracy of the approximations. READ MORE

7. 5. Modeling the covariance matrix of financial asset returns

   Author : Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

   Abstract : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. READ MORE