Search for dissertations about: "Order statistic"

Showing result 1 - 5 of 29 swedish dissertations containing the words Order statistic.

  2. 1. Contributions to Quantile Estimation

    Author : Erik Brodin; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Cross validation; Extreme value theory; Generalized Pareto distribution; Kernel estimator; L-estimator; Non-parametric estimation; Order statistic; Perturbed Generlized Pareto distribution; Quantile estimation; Regular variation; Second order regular variation; Kernel estimator;

    Abstract : .... READ MORE

  4. 2. 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

  5. 3. Contributions to the theory of statistical inference based on simple functions of order statistics

    Author : Kerstin Vännman; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Matematisk statistik inriktning industriell statistik; Mathematical Statistics with special emphasis on Industrial Statistic;

    Abstract : .... READ MORE

  6. 4. Analysis of Some Methods for Identifying Dynamic Errors-in-variables Systems

    Author : Mei Hong; Torsten Söderström; Magnus Jansson; Uppsala universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; system identification; errors-in-variables; least squares; instrumental variable; maximum likelihood; bias compensated least squares; bias eliminating least squares; Frisch scheme; higher-order statistics; accuracy analysis; periodic data; Signal processing; Signalbehandling;

    Abstract : A system where errors or noises are present on both the inputs and the outputs is called an errors-in-variables (EIV) system. EIV systems appear in industrial and agricultural processes, medical sciences, economical systems, biotechnology, as well as in many other areas. READ MORE

  7. 5. Empirical tests of exchange rate and stock return models

    Author : Anna Lindahl; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Foreign exchange order flow; Microstructure; Stock return predictability;

    Abstract : Abstracts to ”Empirical tests of exchange rate and stock return models” Order flow in the Foreign Exchange Market Price discovery in foreign exchange markets is explored using Swedish data including trades from both the customer and the interdealer market. The data set represents a majority of all executed trades in the EURSEK exchange rate over a four-year time period. READ MORE