Search for dissertations about: "bootstrap."

Showing result 16 - 20 of 90 swedish dissertations containing the word bootstrap..

  1. 16. Testing for Rationality, Separability and Efficiency

    University dissertation from Department of Economics, Lund Universtiy

    Author : Per Hjertstrand; Lunds universitet.; Lund University.; [2008]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Revealed preference; Regional convergence; Rationality; Nonparametric; NONPAR test; LP test; GARP; Efficiency; Data Envelopment Analysis DEA ; Afriat’s Theorem; Bootstrap; Swofford and Whitney test; Weak separability;

    Abstract : Popular Abstract in Swedish Denna avhandling syftar till att föreslå, utvärdera och applicera testprocedurer för rationalitet, svag separabilitet och effektivitet. Främst behandlas icke-parametriska så kallade ’revealed preference’ procedurer, vilka har fördelen att de, till skillnad från den parametriska ansatsen, inte behöver anslå någon funktionell form för nyttofunktionen. READ MORE

  2. 17. Resampling in network modeling of high-dimensional genomic data

    University dissertation from Department of Economics, Lund Universtiy

    Author : Jonatan Kallus; Göteborgs universitet.; Gothenburg University.; [2017]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; high-dimensional data; sparsity; model selection; bootstrap; genomics; graphical modeling;

    Abstract : Network modeling is an effective approach for the interpretation of high-dimensional data sets for which a sparse dependence structure can be assumed. Genomic data is a challenging and important example. In genomics, network modeling aids the discovery of biological mechanistic relationships and therapeutic targets. READ MORE

  3. 18. Nonlinear Quantile Regression for Longitudinal Data

    University dissertation from Department of Economics, Lund Universtiy

    Author : Andreas Karlsson; Uppsala universitet.; [2005]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; bootstrap; dependent errors; median regression; Monte Carlo simulation; panel data; repeated measures; SOCIAL SCIENCES Statistics; computer and systems science Statistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap Statistik; SOCIAL SCIENCES Statistics; computer and systems science Statistics Biostatistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap Statistik Biostatistik;

    Abstract : The overall objective of the two papers in this thesis is to examine the properties of the weighted nonlinear quantile regression estimator for the analysis of longitudinal data. To this end, the question of which weights to be used, the bias of the estimator and the possibility to calculate confidence intervals has to be examined. READ MORE

  4. 19. On the returns of trend-following trading strategies

    University dissertation from Umeå : Umeå universitet

    Author : Christian Lundström; Umeå universitet.; [2017]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bootstrap; Commodity Trading Advisor funds; Contraction-Expansion principle; Crude oil futures; Futures trading; Opening Range Breakout strategies; S P 500 futures; Technical analysis; Time series momentum; Time-varying market inefficiency; nationalekonomi; Economics;

    Abstract : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. READ MORE

  5. 20. Antenna robustness modelling

    University dissertation from Mid Sweden University

    Author : Torbjörn Olsson; Mittuniversitetet.; [2007]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; antenna; robust; Monte Carlo; methodology; bootstrap; TECHNOLOGY Electrical engineering; electronics and photonics Electronics; TEKNIKVETENSKAP Elektroteknik; elektronik och fotonik Elektronik;

    Abstract : .... READ MORE