Search for dissertations about: "Explicit maximum likelihood estimate"

Found 5 swedish dissertations containing the words Explicit maximum likelihood estimate.

2. 1. Explicit Influence Analysis in Crossover Models

   Author : Chengcheng Hao; Tatjana von Rosen; Dietrich von Rosen; Tapio Nummi; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; explicit maximum likelihood estimate; generalised mixed linear model; influential observation; perturbation scheme; statistical diagnostics; Statistics; statistik;

   Abstract : This dissertation develops influence diagnostics for crossover models. Mixed linear models and generalised mixed linear models are utilised to investigate continuous and count data from crossover studies, respectively. READ MORE

4. 2. Local Influence Analysis and Cross-over Studies

   Author : Chengcheng Hao; Tatjana von Rosen; Dietrich von Rosen; Thomas Holgersson; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Delta-beta-based local influence; Explicit maximum likelihood estimate; Influential observation; Mixed linear model; Perturbation scheme; Statistical diagnostics; Statistics; statistik;

   Abstract : With a special reference to cross-over design models with random individual effects, the purpose of this dissertation is to develop new methodology to detect influential observations in the context of mixed linear models with explicit maximum likelihood estimators (MLEs).Case-weighted perturbation schemes within and between subjects in mixed models are constructed. READ MORE

5. 3. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models

   Author : Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Abstract : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. READ MORE

6. 4. Modelling animal populations

   Author : Åke Brännström; Umeå universitet; []
   Keywords : population model; stochastic population model; population dynamics; discrete time model; Beverton-Holt model; Skellam model; Hassell model; Ricker model; first principles; coupled map lattice; CML; area integral; square function; Mathematics; matematik;

   Abstract : This thesis consists of four papers, three papers about modelling animal populations and one paper about an area integral estimate for solutions of partial differential equations on non-smooth domains. The papers are: I. Å. Brännström, Single species population models from first principles. READ MORE

7. 5. Rao-Blackwellised particle methods for inference and identification

   Author : Fredrik Lindsten; Thomas Schön; Lennart Ljung; Fredrik Gustafsson; Tobias Rydén; Linköpings universitet; []
   Keywords : TECHNOLOGY; TEKNIKVETENSKAP;

   Abstract : We consider the two related problems of state inference in nonlinear dynamical systems and nonlinear system identification. More precisely, based on noisy observations from some (in general) nonlinear and/or non-Gaussian dynamical system, we seek to estimate the system state as well as possible unknown static parameters of the system. READ MORE