Search for dissertations about: "explicit maximum likelihood estimator"

Found 5 swedish dissertations containing the words explicit maximum likelihood estimator.

  1. 1. A study of multilevel models with block circular  symmetric covariance structures

    Author : Yuli Liang; Tatjana von Rosen; Dietrich von Rosen; Abdullah Almasri; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Block circular symmetry; Covariance matrix; Explicit solution; Maximum likelihood estimator; Multilevel model; Spectrum; statistik; Statistics; Matematik;

    Abstract : This thesis concerns the study of multilevel models with specific patterned covariance structures and addresses the issues of maximum likelihoodestimation. In particular, circular symmetric hierarchical datastructures are considered. READ MORE

  2. 2. Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

    Author : Yuli Liang; Tatjana von Rosen; Dietrich von Rosen; Ivan Žežula; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Block circular symmetry; covariance parameters; explicit maximum likelihood estimator; likelihood ratio test; restricted model; Toeplitz matrix; Statistics; statistik;

    Abstract : This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. READ MORE

  3. 3. Applications of common principal components in multivariate and high-dimensional analysis

    Author : Toni Duras; Thomas Holgersson; Tatjana Pavlenko; Jönköping University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of four papers, all exploring some aspect of common principal component analysis (CPCA), the generalization of PCA to multiple groups. The basic assumption of the CPC model is that the space spanned by the eigenvectors is identical across several groups, whereas eigenvalues associated with the eigenvectors can vary. READ MORE

  4. 4. Topics in projective algebraic optimization

    Author : Lukas Gustafsson; Sandra Di Rocco; Kathlén Kohn; Cordian Riener; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis explores optimization challenges within algebraic statistics, employing both topological and geometrical methodologies to derive new insights. The main focus is the optimization degree of nearest point and Gaussian maximum likelihood estimation problems with algebraic constraints. READ MORE

  5. 5. Studies in Estimation of Patterned Covariance Matrices

    Author : Martin Ohlson; Timo Koski; Dietrich von Rosen; Augustyn Markiewicz; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Abstract : Many testing, estimation and confidence interval procedures discussed in the multivariate statistical literature are based on the assumption that the observation vectors are independent and normally distributed. The main reason for this is that often sets of multivariate observations are, at least approximately, normally distributed. READ MORE