Search for dissertations about: "mean squared error"

Showing result 1 - 5 of 44 swedish dissertations containing the words mean squared error.

2. 1. Observed score equating with covariates

   Author : Kenny Bränberg; Marie Wiberg; Xavier de Luna; Dag Sörbom; Umeå universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Equating; observed score equating; true scores; item response theory; linear equating function; equipercentile equating; kernel equating; covariates; linear regression; mean squared error; Statistics; Statistik; Statistics; statistik;

   Abstract : In test score equating the focus is on the problem of finding the relationship between the scales of different test forms. This can be done only if data are collected in such a way that the effect of differences in ability between groups taking different test forms can be separated from the effect of differences in test form difficulty. READ MORE

4. 2. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging

   Author : Mats Brodén; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Discrete time hedging; discretization error; L2 convergence; Non-linear Kalman filters; Calibration;

   Abstract : The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. READ MORE

5. 3. Time-domain Reconstruction Methods for Ultrasonic Array Imaging : A Statistical Approach

   Author : Fredrik Lingvall; Tadeusz Stepinski; Karl-Jörg Langenberg; Uppsala universitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Signalbehandling; Ultrasonic array imaging; synthetic aperture imaging; maximum a posteriori estimation; linear minimum mean squared error estimation; SAFT; Bayesian image reconstruction; Signalbehandling; Signal processing; Signalbehandling; Signal Processing; signalbehandling;

   Abstract : This thesis is concerned with reconstruction techniques for ultrasonic array imaging based on a statistical approach. The reconstruction problem is posed as the estimation of an image consisting of scattering strengths. READ MORE

6. 4. Aspects of analysis of small-sample right censored data using generalized Wilcoxon rank tests

   Author : Marie-Louise Öhman; Hans Nyquist; Umeå universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Censored generalized Wilcoxon rank test statistics; Variance estimation; Jackknifing; Influence function; Gross error sensitivity; Break-Down point; Sensitivity curve; Location parameter estimation; Product-Limit estimator and Monte-Carlo Simulation; Statistics; computer and systems science; Statistik; data- och systemvetenskap; Statistics; statistik;

   Abstract : The estimated bias and variance of commonly applied and jackknife variance estimators and observed significance level and power of standardised generalized Wilcoxon linear rank sum test statistics and tests, respectively, of Gehan and Prentice are compared in a Monte Carlo simulation study. The variance estimators are the permutational-, the conditional permutational- and the jackknife variance estimators of the test statistic of Gehan, and the asymptotic- and the jackknife variance estimators of the test statistic of Prentice. READ MORE

7. 5. On the convergence of discrete time hedging schemes

   Author : Mats Brodén; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : In the first part of this thesis discrete time hedging is considered. In paper A an adaptive hedging scheme where the hedge portfolio is re-balanced when the hedge ratios differ by some amount, here denoted eta, is investigated. An expression of the normalized expected mean squared hedging error as eta tends to zero is derived. READ MORE