Essays about: "Explicit estimators"

Found 2 essays containing the words Explicit estimators.

  1. 1. Explicit Estimators for a Banded Covariance Matrix in a Multivariate Normal Distribution

    University essay from Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska högskolan

    Author : Emil Karlsson; [2014]
    Keywords : Banded covariance matrices; Covariance matrix estimation; Explicit estimators; Multivariate normal distribution; general linear model.;

    Abstract : The problem of estimating mean and covariances of a multivariate normal distributedrandom vector has been studied in many forms. This thesis focuses on the estimatorsproposed in [15] for a banded covariance structure with m-dependence. READ MORE

  3. 2. Operational Risk Modeling:Theory and Practice

    University essay from KTH/Matematisk statistik

    Author : Johan Wahlström; [2013]
    Keywords : ;

    Abstract : This thesis studies the Loss Distribution Approach for modeling of Operational Risk under Basel II from a practical and general perspective. Initial analysis supports the use of the Peaks over Threshold method for modeling the severity distributions of individual cells. READ MORE