Search for dissertations about: "bootstrap"

Showing result 6 - 10 of 113 swedish dissertations containing the word bootstrap.

  2. 6. Bootstrap inference in time series econometrics

    Author : Mikael P. Gredenhoff; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation contains five essays in the field of time series econometrics. The main issue discussed is the lack of coherence between small sample and asymptotic inference. Frequently, in modern econometrics distributional results are strictly only valid for a hypothetical infinite sample. READ MORE

  4. 7. Estimators of semiparametric truncated and censored regression models

    Author : Maria Karlsson; Thomas Laitila; Göran Broström; Kenneth Carling; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; LTRC; consistency; asymtotic normality; bootstrap; interpurchase intervals; Statistik; Statistics; Statistik; Statistics; statistik;

    Abstract : This thesis contributes in several ways to the existing knowledge on estimation of truncated, censored, and left truncated right censored (LTRC) regression models. Three new semiparametric estimators are proposed, allowing for asymmetric error distributions. READ MORE

  5. 8. On the Treatment of Flow in Traffic Safety Analysis, - a non-parametric approach applied on vulnerable road users

    Author : Lars Ekman; Trafik och väg; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Social sciences; Samhällsvetenskaper; Teknik; Technological sciences; safety performance function; accuracy; simulation; bootstrap; bicyclist; pedestrian; risk; Traffic Safety; accident rate;

    Abstract : The treatment of flow in the area of traffic safety has a long tradition. The influence flow has on the number of accidents is, however, often considered so obvious that it tends to be trivial. In this thesis I can show that the relation between flow and accidents holds interesting information. READ MORE

  6. 9. Estimation and Inference for Quantile Regression of Longitudinal Data : With Applications in Biostatistics

    Author : Andreas Karlsson; Johan Lyhagen; Ulf Olsson; Kenneth Carling; Uppsala universitet; []
    Keywords : Statistics; Bias correction; Bootstrap; Dependent errors; Hypothesis testing; Nonlinear model; Simulation study; Statistik;

    Abstract : This thesis consists of four papers dealing with estimation and inference for quantile regression of longitudinal data, with an emphasis on nonlinear models.The first paper extends the idea of quantile regression estimation from the case of cross-sectional data with independent errors to the case of linear or nonlinear longitudinal data with dependent errors, using a weighted estimator. READ MORE

  7. 10. Issues in Estimation and Application of Long Distance Travel Demand Models

    Author : Muriel Beser Hugosson; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Intercity travel; logit model; market segments; stated preference; bootstrap; heteroscedastic extreme value model; nested logit;

    Abstract : Forecasts of the demand for long distance travel areessential for many decisions, such as infrastructureinvestments, operators´management policies etc. Manyresearch issues are related to this field, and the purpose ofthis thesis is to contribute to some of them. READ MORE