Search for dissertations about: "likelihood"

Showing result 1 - 5 of 661 swedish dissertations containing the word likelihood.

  1. 1. Composite Likelihood Estimation for Latent Variable Models with Ordinal and Continuous, or Ranking Variables

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Myrsini Katsikatsou; Uppsala universitet.; [2013]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; latent variable models; factor analysis; structural equation models; Thurstonian model; item response theory; composite likelihood estimation; pairwise likelihood estimation; maximum likelihood; weighted least squares; ordinal variables; ranking variables; lavaan; Statistics; Statistik;

    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

  2. 2. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Martin Solberger; Uppsala universitet.; [2013]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; panel unit root; dynamic factors; maximum likelihood; Lagrange multiplier; likelihood ratio; factor analysis; Statistics; Statistik;

    Abstract : Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. READ MORE

  3. 3. Fatigue limit, inclusion and finite lives - a statistical point of view

    University dissertation from Göteborg : Chalmers University of Technology

    Author : Sara Lorén; Göteborgs universitet.; Gothenburg University.; [2004]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; censoring; likelihood; profile predictive likelihood; staircase test; extreme value;

    Abstract : An important design property of steel is the fatigue limit, i.e. the load level where a specimen has infinite life. For the material it can also be defined an endurance limit, which is the stress level at which the specimen has a certain life. READ MORE

  4. 4. Selection and ranking procedures based on likelihood ratios

    University dissertation from Umeå : Umeå universitet

    Author : Jayanti Chotai; Umeå universitet.; [1979]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Subset selection; likelihood ratio; hypothesis testing; order restrictions; normal distribution; uniform distribution; complete ranking; P* -condition; loss function;

    Abstract : This thesis deals with random-size subset selection and ranking procedures• • • )|(derived through likelihood ratios, mainly in terms of the P -approach.Let IT , . .. READ MORE

  5. 5. Likelihood-Based Panel Unit Root Tests for Factor Models

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Xingwu Zhou; Uppsala universitet.; [2014]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Panel unit root; Exact factor model; Dynamic factor model; Maximum likelihood; Principal components; Lagrange multiplier;

    Abstract : The thesis consists of four papers that address likelihood-based unit root tests for panel data with cross-sectional dependence arising from common factors.In the first three papers, we derive Lagrange multiplier (LM)-type tests for common and idiosyncratic unit roots in the exact factor models based on the likelihood function of the differenced data. READ MORE