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Found 1 swedish dissertation matching the above criteria.

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

   Author : Md. Moudud Alam; Göran Boström; Örebro universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Credit risk; cluster correlation; GLMM; large data; two-step pseudo likelihood estimation; defaults contagion; predictive likelihood; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Statistics; Statistik; Statistics; Statistik; Complex Systems – Microdata Analysis;

   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