Search for dissertations about: "two-step pseudo likelihood estimation"

Found 2 swedish dissertations containing the words two-step pseudo likelihood estimation.

  1. 1. Feasible computation of the generalized linear mixed models with application to credit risk modelling

    University dissertation from Örebro : Örebro Studies in Statistics

    Author : Moudud Alam; Högskolan Dalarna.; [2010]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Credit risk; cluster correlation; GLMM; large data; two-step pseudo likelihood estimation; defaults contagion; predictive likelihood.; Komplexa system - mikrodataanalys;

    Abstract : This thesis deals with developing and testing feasible computational procedures to facilitate the estimation of and carry out the prediction with the generalized linear mixed model (GLMM) with a scope of applying them to large data sets. The work of this thesis is motivated from an issue arising in credit risk modelling. READ MORE

  2. 2. Feasible computation of generalized linear mixed models with application to credit risk modelling

    University dissertation from Örebro : Örebro universitet

    Author : Md. Moudud Alam; Örebro universitet.; [2010]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Credit risk; cluster correlation; GLMM; large data; two-step pseudo likelihood estimation; defaults contagion; predictive likelihood; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES Statistics; computer and systems science Statistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap Statistik; Statistics; Statistik;

    Abstract : This thesis deals with developing and testing feasible computational procedures to facilitate the estimation of and carry out the prediction with the generalized linear mixed model (GLMM) with a scope of applying them to large data sets. The work of this thesis is motivated from an issue arising incredit risk modelling. READ MORE