Search for dissertations about: "asymptotic theory"

Showing result 6 - 10 of 229 swedish dissertations containing the words asymptotic theory.

  2. 6. Statistical Methods in Portfolio Theory

    Author : Stanislas Muhinyuza; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : In this thesis we develop new statistical theory and apply it to practical problems dealing with mean-variance optimal portfolio selection. More precisely, we derive an exact statistical test for the characterization of the location of the tangency portfolio (TP) on the efficient frontier. READ MORE

  4. 7. Robust inference of gene regulatory networks : System properties, variable selection, subnetworks, and design of experiments

    Author : Torbjörn E. M. Nordling; Elling W Jacobsen; Rolf Findeisen; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; network inference; reverse engineering; variable selection; model selection; feature selection; subset selection; system identification; system theory; network theory; subnetworks; design of experiments; perturbation experiments; gene regulatory networks; biological networks;

    Abstract : In this thesis, inference of biological networks from in vivo data generated by perturbation experiments is considered, i.e. deduction of causal interactions that exist among the observed variables. Knowledge of such regulatory influences is essential in biology. READ MORE

  5. 8. Some asymptotic results in dependence modelling

    Author : Jens Svensson; Boualem Djehiche; Allan Gut; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik;

    Abstract : This thesis consists of two papers, both devoted to the study of asymptotics in dependence modelling. The first paper studies large deviation probabilities for a sum of dependent random variables, where the dependence stems from a few underlying random variables, so-called factors. READ MORE

  6. 9. Asymptotic behavior of Bayesian nonparametric procedures

    Author : Yang Xing; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  7. 10. Homogenization of some new mathematical models in lubrication theory

    Author : Afonso Fernando Tsandzana; Peter Wall; Lars- Erik Persson; John Fabricius; Anders Holmbom; Luleå tekniska universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; lubrication theory; homogenization theory; Reynolds equation; cavitation; surfaces roughness; Stokes equation; Matematik; Mathematics;

    Abstract : We consider mathematical modeling of thin film flow between two rough surfaces which are in relative motion. For example such flows take place in different kinds of bearings and gears when a lubricant is used to reduce friction and wear between the surfaces. READ MORE