Search for dissertations about: "SAMHÄLLSVETENSKAP Statistik"

Showing result 11 - 15 of 354 swedish dissertations containing the words SAMHÄLLSVETENSKAP Statistik.

  2. 11. Feasible computation of generalized linear mixed models with application to credit risk modelling

    Author : Md. Moudud Alam; Göran Boström; Örebro universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Credit risk; cluster correlation; GLMM; large data; two-step pseudo likelihood estimation; defaults contagion; predictive likelihood; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Statistics; Statistik; Statistics; Statistik; Complex Systems – Microdata Analysis;

    Abstract : This thesis deals with developing and testing feasible computational procedures to facilitate the estimation of and carry out the prediction with the generalized linear mixed model (GLMM) with a scope of applying them to large data sets. The work of this thesis is motivated from an issue arising incredit risk modelling. READ MORE

  4. 12. Some properties of measures of disagreement and disorder in paired ordinal data

    Author : Hans Högberg; Elisabeth Svensson; Sture Holm; Örebro universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; agreement; augmented ranks; categorical data; disorder; jackknife; paired ordinal data; rating scales; sample size; sampling distribution; simulation; U-statistics; variance; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Statistics; Statistik; Statistics; Statistik;

    Abstract : The measures studied in this thesis were a measure of disorder, D, and a measure of the individual part of the disagreement, the measure of relative rank variance, RV, proposed by Svensson in 1993. The measure of disorder is a useful measure of order consistency in paired assessments of scales with a different number of possible values. READ MORE

  5. 13. Risk-Neutral and Physical Estimation of Equity Market Volatility

    Author : Mathias Barkhagen; Jörgen Blomvall; Ou Tang; Magnus Wiktorsson; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : The overall purpose of the PhD project is to develop a framework for making optimal decisions on the equity derivatives markets. Making optimal decisions refers e.g. to how to optimally hedge an options portfolio or how to make optimal investments on the equity derivatives markets. READ MORE

  6. 14. Price measurement and index construction : some contributions to theory and application

    Author : Jörgen Dalén; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Konsumentprisindex;

    Abstract : Four different problems are treated, all concerned with problems arising when compiling price indexes in official statistics. One deals with the computation of so called elementary aggregates, low level indexes for single products, when proper weights for the observations are not available. READ MORE

  7. 15. Nonresponse issues when analysing business survey data

    Author : Åsa Grek; Mark Dougherty; Martin Johanson; Fredrik Hartwig; Lars Hultkrantz; Högskolan Dalarna; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Complex Systems – Microdata Analysis; Komplexa system - mikrodataanalys;

    Abstract : Data issues due to nonresponse or missing data arises often in company surveys or in firm data. Missing data and nonresponse causes bias. Another problem that causes bias is omitted variables. Accordingly, it will lead to wrong conclusions. READ MORE