Search for dissertations about: "theory test"

Showing result 11 - 15 of 711 swedish dissertations containing the words theory test.

  2. 11. Multiphase continuum modeling of wood : A hybrid mixture theory approach

    Author : Winston Mmari; Björn Johannesson; Lynn Schreyer; Linnéuniversitetet; []
    Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Moisture transport; Coupled heat and moisture; Over-hygroscopic; Hybrid mixture theory; Mixture theory; Swelling; Hygro-mechanical; Non-linear elasticity; Large deformation; Phase field crack model; Anisotropic cracking; FEM; Numerical model; Norway spruce; Wood; Porous media; Forestry and Wood Technology; Skog och träteknik;

    Abstract : Wood has been used as a construction material for a very long time. The development of efficient industrial production processes of wood has expanded the use of the material with the introduction of new products, such as engineered wood products. READ MORE

  4. 12. Testing for Periodicity and Trend in Long-Memory Processes

    Author : Abdullah Almasri; Statistiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; temperature data.; sunspots data; wind speed data; varve data; Siegel’s test; Fisher’s test; periodogram; Fractional difference process; Discrete wavelet transform; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Wavelets; Statistik;

    Abstract : This thesis presents methods of testing the periodicity and trend for the time series, which exhibit dependence over long periods of time. Many such processes can be modeled by a class of models called fractionally differenced processes. READ MORE

  5. 13. Identifying Influential Observations in Nonlinear Regression : a focus on parameter estimates and the score test

    Author : Karin Stål; Tatjana von Rosen; Sune Karlsson; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Added parameter plot; differentiation approach; influential observation; nonlinear regression; score test; Statistics; statistik;

    Abstract : This thesis contributes to influence analysis in nonlinear regression and in particular the detection of influential observations. The focus is on a regression model with a known mean function, which is nonlinear in its parameters and where the function is chosen according to the knowledge about the process generating the data. READ MORE

  6. 14. Statistical Inference of Tangency Portfolio in Small and Large Dimension

    Author : Stanislas Muhinyuza; Taras Bodnar; Dietrich von Rosen; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Tangency portfolio; Mean-variance portfolio; High-dimensional asymptotics; Test theory; Mathematical Statistics; matematisk statistik;

    Abstract : This thesis considers statistical test theory in portfolio theory. It analyses the asymptotic behavior of the considered tests in the high-dimensional setting, meaning k/n → c ∈ (0, ∞) as n → ∞, where k and n are portfolio size and sample size, respectively. READ MORE

  7. 15. Statistical Methods in Portfolio Theory

    Author : Stanislas Muhinyuza; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : In this thesis we develop new statistical theory and apply it to practical problems dealing with mean-variance optimal portfolio selection. More precisely, we derive an exact statistical test for the characterization of the location of the tangency portfolio (TP) on the efficient frontier. READ MORE