Search for dissertations about: "Thomas Holgersson"
Showing result 11 - 15 of 17 swedish dissertations containing the words Thomas Holgersson.
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11. Assessing Distributional Properties of High-Dimensional Data
Abstract : This doctoral thesis consists of five papers in the field of multivariate statistical analysis of high-dimensional data. Because of the wide application and methodological scope, the individual papers in the thesis necessarily target a number of different statistical issues. READ MORE
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12. Contributions to High–Dimensional Analysis under Kolmogorov Condition
Abstract : This thesis is about high–dimensional problems considered under the so{called Kolmogorov condition. Hence, we consider research questions related to random matrices with p rows (corresponding to the parameters) and n columns (corresponding to the sample size), where p > n, assuming that the ratio converges when the number of parameters and the sample size increase. READ MORE
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13. Assessment of the uncertainty in small and large dimensional portfolio allocation
Abstract : Portfolio theory is a large subject with many branches. In this thesis we concern ourselves with one of these, the precense of uncertainty in the portfolio allocation problem and in turn, what it leads to. There are many forms of uncertainty, we consider two of these. READ MORE
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14. Aspects of Moment Testing when p>n
Abstract : This thesis concerns the problem of statistical hypothesis testing for mean vector as well as testing for non-normality in a high-dimensional setting which is called the Kolmogorov condition. Since we consider mainly the first and the second moment in testing for mean vector and we utilize the third and the fourth moment in testing for non-normality, this thesis concerns a more general moment testing problem. READ MORE
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15. On Bootstrap Evaluation of Tests for Unit Root and Cointegration
Abstract : This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series.The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. READ MORE