Search for dissertations about: "dependence measure"

Showing result 1 - 5 of 117 swedish dissertations containing the words dependence measure.

  1. 1. Dependence Structures in Stable Mixture Models with an Application to Extreme Precipitation

    Author : Anna Rudvik; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; multivariate extreme value theory; mixture model; stable variable; dependence measure; mixture model;

    Abstract : In this thesis we study a class of mixture models obtained by mixing extreme value distributions over a positive stable distribution. This depicts a group structure, where the stable distribution is a group specific quantity and a function of the surroundings. The stable mixture models possess a number of interesting characteristics. READ MORE

  2. 2. A Non-Gaussian Limit Process with Long-Range Dependence

    Author : Raimundas Gaigalas; Ingemar Kaj; Esko Valkeila; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; long-range dependence; traffic modelling; arrival process; self-similarity; heavy tails; fractional Brownian motion; stable processes; renewal processes; independently scattered random measure; weak convergence; 60F17; 60G18; 90B18; 60K05 ; Matematisk statistik; Mathematical statistics; Matematisk statistik;

    Abstract : This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. READ MORE

  3. 3. On Importance Sampling and Dependence Modeling

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

    Abstract : This thesis consists of four papers. In the first paper, Monte Carlo simulation for tail probabilities of heavy-tailed random walks is considered. Importance sampling algorithms are constructed by using mixtures of the original distribution with some other state-dependent distributions. READ MORE

  4. 4. Studies of acamprosate for the treatment of alcohol dependence

    Author : Anders Hammarberg; Karolinska Institutet; Karolinska Institutet; []
    Keywords : ;

    Abstract : Alcohol dependence is a widespread psychiatric disorder with a prevalence of 4-6% in the adult population in western countries. Acamprosate (Calcium acetyl homotaurinate) is approved in many countries as a medication for the treatment of alcohol dependence. READ MORE

  5. 5. Laminar burning velocity of hydrogen and flame structure of related fuels for detailed kinetic model validation

    Author : Vladimir Alekseev; Förbränningsfysik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; hydrogen combustion; laminar burning velocity; ICLAS; temperature dependence; heat flux method; Fysicumarkivet A:2015:Alekseev;

    Abstract : The laminar burning velocity and the flame structure are common targets for combustion studies aimed at detailed kinetic model development. In the present work, fuels relevant to hydrogen combustion were considered. READ MORE