Essays about: "Covariance matrix"
Showing result 31 - 35 of 55 essays containing the words Covariance matrix.
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31. A Mixed Frequency Steady-State Bayesian Vector Autoregression: Forecasting the Macroeconomy
University essay from Uppsala universitet/Statistiska institutionenAbstract : This thesis suggests a Bayesian vector autoregressive (VAR) model which allows for explicit parametrization of the unconditional mean for data measured at different frequencies, without the need to aggregate data to the lowest common frequency. Using a normal prior for the steady-state and a normal-inverse Wishart prior for the dynamics and error covariance, a Gibbs sampler is proposed to sample the posterior distribution. READ MORE
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32. Evaluation of Decentralized Information Matrix Fusion for Advanced Driver-Assistance Systems in Heavy-Duty Vehicles
University essay from KTH/Optimeringslära och systemteoriAbstract : Advanced driver-assistance systems (ADAS) is one of the fastest growing areas of automotive electronics and are becoming increasingly important for heavy-duty vehicles. ADAS aims to give the driver the option of handing over all driving decisions and driving tasks to the vehicle, allowing the vehicle to make fully automatic maneuvers. READ MORE
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33. A critical review of the global minimum variance theory
University essay from Lunds universitet/Statistiska institutionenAbstract : The main purpose of this thesis is to give a basic understanding of the GMV portfolio theory and the problematics that arise when using the sample covariance matrix as the only parameter. The reason for this is the amount of estimation error that tends to increase as the sample covariance matrix goes to a higher dimension. READ MORE
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34. Risk-Efficient Portfolios; Estimation Error In Essence
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : This thesis primarily looks at estimation error problems and other related issues arising in connection with portfolio optimization. With some available assets, a portfolio program or optimizer seeks to distribute a fixed amount of capital among these available assets to optimize some cost function. READ MORE
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35. The unweighted mean estimator in a Growth Curve model
University essay from Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakultetenAbstract : The field of statistics is becoming increasingly more important as the amount of data in the world grows. This thesis studies the Growth Curve model in multivariate statistics which is a model that is not widely used. One difference compared with the linear model is that the Maximum Likelihood Estimators are more complicated. READ MORE
