Search for dissertations about: "least-squares estimator"
Showing result 11 - 15 of 40 swedish dissertations containing the words least-squares estimator.
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11. Composite Likelihood Estimation for Latent Variable Models with Ordinal and Continuous, or Ranking Variables
Abstract : The estimation of latent variable models with ordinal and continuous, or ranking variables is the research focus of this thesis. The existing estimation methods are discussed and a composite likelihood approach is developed. READ MORE
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12. Some Contributions to Description and Validation of the Extreme Value Distribution
Abstract : This thesis focuses on the validation and description of the Gumbel distribution. Since this is a scale and location parameter distribution, the generalized least squares regression of the order statistics on the expected values can be used, without the necessity of iteration, to obtain the best linear unbiased estimates of the parameters. READ MORE
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13. Modeling financial volatility : A functional approach with applications to Swedish limit order book data
Abstract : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. READ MORE
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14. Recent Studies on Lp-Norm Estimation
Abstract : When estimating the parameters in a linear regression model, the method of least squares (L^-norm estimator) is often used. When thè residuals are independent and identically normally distributed, the least squares estimator is BLUE as well as equivalent to the maximum likelihood estimator. READ MORE
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15. Applications of common principal components in multivariate and high-dimensional analysis
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