Search for dissertations about: "distributional weights"
Found 5 swedish dissertations containing the words distributional weights.
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1. Equity in welfare evaluations : the rationale for and effects of distributional weighting
Abstract : This thesis addresses the issue of weighted cost-benefit analysis (WCBA). WCBA is a welfare evaluation model where income distribution effects are valued by distributional weighting. The method was developed already in the 1970s. The interest in and applications of this method have increased in the past decade, e. READ MORE
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2. Cost-Benefit Analysis of climate policy and long term public investments
Abstract : This compilation dissertation consists of four essays with the common theme of welfare analysis of long-term public investments. The first two essays focus on analysis of climate change mitigation, i.e., the social cost of carbon dioxide. READ MORE
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3. Statistical Inference of Tangency Portfolio in Small and Large Dimension
Abstract : This thesis considers statistical test theory in portfolio theory. It analyses the asymptotic behavior of the considered tests in the high-dimensional setting, meaning k/n → c ∈ (0, ∞) as n → ∞, where k and n are portfolio size and sample size, respectively. READ MORE
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4. On functions of a Wishart matrix and a normal vector with applications
Abstract : This thesis consists of two papers which take a critical look on functions of an inverse Wishart matrix and a Gaussian vector. In the first paper, the product expression, of which the inverse of the pooled estimator of the covariance matrix is inverse Wishart distributed and the difference of sample means is multivariate normally distributed, is investigated by exploring the distributional properties via a stochastic representation for both the finite sample case and the infinite sample case under the large-dimensional asymptotic regime. READ MORE
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5. Long-term Environmental Problems, Economic Measures and Physical Indicators
Abstract : This thesis consists of five papers and an introduction dealing with various aspects of the use of environmental resources. In both Paper I, The marginal cost of CO2 emissions, and Paper II, Discounting and distributional considerations in the context of global warming, we analyse the economics of the greenhouse effect. READ MORE