Search for dissertations about: "mean estimators"

Showing result 1 - 5 of 64 swedish dissertations containing the words mean estimators.

  2. 1. Statistical Properties of Preliminary Test Estimators

    Author : Nicklas Korsell; Rolf Larsson; Johan Lyhagen; Tore Schweder; Uppsala universitet; []
    Keywords : Statistics; Linear regression; Preliminary test; Model selection; Test for homoscedasticity; Variance components; Truncated estimators; Inertia of matrices; Statistik;

    Abstract : This thesis investigates the statistical properties of preliminary test estimators of linear models with normally distributed errors. Specifically, we derive exact expressions for the mean, variance and quadratic risk (i.e. the Mean Square Error) of estimators whose form are determined by the outcome of a statistical test. READ MORE

  4. 2. Estimators of semiparametric truncated and censored regression models

    Author : Maria Karlsson; Thomas Laitila; Göran Broström; Kenneth Carling; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; LTRC; consistency; asymtotic normality; bootstrap; interpurchase intervals; Statistik; Statistics; Statistik; Statistics; statistik;

    Abstract : This thesis contributes in several ways to the existing knowledge on estimation of truncated, censored, and left truncated right censored (LTRC) regression models. Three new semiparametric estimators are proposed, allowing for asymmetric error distributions. READ MORE

  5. 3. Some Aspects of Propensity Score-based Estimators for Causal Inference

    Author : Ronnie Pingel; Johan Lyhagen; Theis Lange; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; correlation; treatment effect; inverse probability weighting; local linear estimator; matching; multicollinearity; observational study.; Statistics; Statistik;

    Abstract : This thesis consists of four papers that are related to commonly used propensity score-based estimators for average causal effects.The first paper starts with the observation that researchers often have access to data containing lots of covariates that are correlated. READ MORE

  6. 4. Design and analysis of estimators for multicarrier modulation and ultrasonic imaging

    Author : Magnus Sandell; Luleå tekniska universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Signalbehandling; Signal Processing;

    Abstract : This thesis deals with two areas: multicarrier modulation and ultrasonic imaging. Although different in application, these fields have a lot in common. For instance, synchronization and channel estimation in communication systems correspond to time-delay estimation and system identification in ultrasonic imaging. READ MORE

  7. 5. Applications of Bayesian Econometrics to Financial Economics

    Author : Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Abstract : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. READ MORE