Search for dissertations about: "Skewness Modeling"

Showing result 1 - 5 of 6 swedish dissertations containing the words Skewness Modeling.

  2. 1. Bayesian Modeling of Conditional Densities

    Author : Feng Li; Mattias Villani; Sylvia Frühwirth-Schnatter; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bayesian inference; Density estimation; smooth mixtures; surface regression; copulas; Markov chain Monte Carlo; Statistics; statistik;

    Abstract : This thesis develops models and associated Bayesian inference methods for flexible univariate and multivariate conditional density estimation. The models are flexible in the sense that they can capture widely differing shapes of the data. The estimation methods are specifically designed to achieve flexibility while still avoiding overfitting. READ MORE

  4. 2. Essays on Gaussian Probability Laws with Stochastic Means and Variances : With Applications to Financial Economics

    Author : Anders Eriksson; Lars Forsberg; Menelaos Karanasos; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Approximating a function of random variables; Skewness Modeling; Skewed GARCH process; Lévy Process; Option pricing; Statistik; Statistics; Statistik;

    Abstract : This work consists of four articles concerning Gaussian probability laws with stochastic means and variances. The first paper introduces a new way of approximating the probability distribution of a function of random variables. This is done with a Gaussian probability law with stochastic mean and variance. READ MORE

  5. 3. Essays on Prospect Theory and the Statistical Modeling of Financial Returns

    Author : Martin Ågren; Annika Alexius; Rolf Larsson; Enrico De Giorgi; Uppsala universitet; []
    Keywords : Economics; Nationalekonomi;

    Abstract : This thesis consists of three self-contained essaysEssay 1 presents an empirical study of volatility spillover from oil prices to stock markets within an asymmetric BEKK model. Using weekly data on the aggregate stock markets of Japan, Norway, Sweden, the U.K., and the U. READ MORE

  6. 4. Noise Convolution Models: Fluids in Stochastic Motion, Non-Gaussian Tempo-Spatial Fields, and a Notion of Tilting

    Author : Jörg Wegener; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; generalized Laplace; shallow water equations; asymmetry; noise convolution models; tempo-spatial fields; non-Gaussian model;

    Abstract : The primary topic of this thesis is a class of tempo-spatial models which are rather flexible in a distributional sense. They prove quite successful in modeling (temporal) dependence structures and go beyond the limitation of Gaussian models, thus allowing for heavy tails and skewness. READ MORE

  7. 5. Local measures for probabilistic networks

    Author : Amin Kaveh; Matteo Magnani; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Computer Science; Datavetenskap;

    Abstract : Modeling and analysis of imperfection in network data is essential in many applications such as protein–protein interaction networks, ad-hoc networks and social influence networks. In the study of imperfect network data, three issues have to be considered: first the type of imperfection, second the aspects of networks such as existence of nodes/edges or attributes of nodes/edges in which imperfection occurs and third the theory that has been used to represent imperfection. READ MORE