Search for dissertations about: "errors in variables"

Showing result 1 - 5 of 101 swedish dissertations containing the words errors in variables.

2. 1. Analysis of Some Methods for Identifying Dynamic Errors-in-variables Systems

   Author : Mei Hong; Torsten Söderström; Magnus Jansson; Uppsala universitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; system identification; errors-in-variables; least squares; instrumental variable; maximum likelihood; bias compensated least squares; bias eliminating least squares; Frisch scheme; higher-order statistics; accuracy analysis; periodic data; Signal processing; Signalbehandling;

   Abstract : A system where errors or noises are present on both the inputs and the outputs is called an errors-in-variables (EIV) system. EIV systems appear in industrial and agricultural processes, medical sciences, economical systems, biotechnology, as well as in many other areas. READ MORE

4. 2. Identification of dynamic errors-in-variables models

   Author : Kaushik Mahata; Torsten Söderström; Uppsala universitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Signal Processing; Signalbehandling;

   Abstract : The problem of identifying dynamic errors-in-variables models is of fundamental interest in many areas like process control, array signal processing, astronomical data reduction. In recent years, this field has received increased attention of the research community. READ MORE

5. 3. Continuous-Time Models in Kernel Smoothing

   Author : Martin Sköld; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; deconvolution; errors-in-variables; continuous time; dependent data; bandwidth selection; asymptotic variance; Density estimation; kernel smoothing; size bias.; Mathematics; Matematik;

   Abstract : This thesis consists of five papers (Papers A-E) treating problems in non-parametric statistics, especially methods of kernel smoothing applied to density estimation for stochastic processes (Papers A-D) and regression analysis (Paper E). A recurrent theme is to, instead of treating highly positively correlated data as ``asymptotically independent'', take advantage of local dependence structures by using continuous-time models. READ MORE

6. 4. A covariance structure analysis approach to the errors-in-variables estimation problem

   Author : David Kreiberg; Fan Yang-Wallentin; Håkan Hjalmarsson; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; System identification; errors-in-variables models; structural equation modeling; confirmatory factor analysis; minimum distance estimator; separable nonlinear least squares; Statistics; Statistik;

   Abstract : It is a well-known fact that standard regression techniques, when applied to errors-in-variables (EIV) models, lead to biased and inconsistent parameter estimation. The work presented in this thesis address the EIV estimation problem using covariance structure analysis (CSA). READ MORE

7. 5. Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression

   Author : Kristi Kuljus; Silvelyn Zwanzig; Dietrich von Rosen; Jana Jureckova; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; elliptical distributions; multivariate ranks; rank covariance matrix; linear rank regression; heteroscedastic errors; linear rank statistics; Mathematical statistics; Matematisk statistik;

   Abstract : This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. READ MORE