Search for dissertations about: "Value distribution theory"

Showing result 1 - 5 of 105 swedish dissertations containing the words Value distribution theory.

2. 1. 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

4. 2. Modeling the covariance matrix of financial asset returns

   Author : Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

   Abstract : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. READ MORE

5. 3. Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto Distributions

   Author : Nader Tajvidi; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; generalised Pareto distribution; multivariate extreme value theory; multivariate Pareto distribution; small sample properties; Bartlett s correction; maximum likelihood; statistical computations; simulation AMS 1991 subject classification: 62F11; 62E20; 60F17; 65U05; 62E20;

   Abstract : Extreme value theory is about the distributions of very large or very small values in a time series or stochastic process. This has numerous applications connected with environmental science, civil engineering, materials science and insurance. READ MORE

6. 4. Art of the Possible? : Feasibility and Compliance in Ideal and Nonideal Theory

   Author : Naima Chahboun; Ludvig Beckman; Alexandra Segerberg; Eva Erman; Anca Gheaus; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Ideal theory; nonideal theory; feasibility; compliance; justice; Political Science; statsvetenskap;

   Abstract : In the past decade, the value of so-called ideal theory has become a major point of dispute among political theorists. While critics of ideal theory accuse this approach of “idle utopianism”, its advocates fault the critics for conceding to “cynical realism”.This dissertation examines two charges against ideal theory. READ MORE

7. 5. Asymptotic Problems on Homogeneous Spaces

   Author : Anders Södergren; Andreas Strömbergsson; Dennis Hejhal; Jens Marklof; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Analysis on homogeneous spaces; hyperbolic manifolds; spectral theory; equidistribution; the space of lattices; length statistics; Poisson process; moments; Epstein zeta function; value distribution; height function.; MATHEMATICS; MATEMATIK; Mathematics; Matematik;

   Abstract : This PhD thesis consists of a summary and five papers which all deal with asymptotic problems on certain homogeneous spaces. In Paper I we prove asymptotic equidistribution results for pieces of large closed horospheres in cofinite hyperbolic manifolds of arbitrary dimension. READ MORE