Essays about: "Nonparametric"

Showing result 1 - 5 of 41 essays containing the word Nonparametric.

  1. 1. Scalable Nonparametric L1 Density Estimation via Sparse Subtree Partitioning

    University essay from Uppsala universitet/Statistik, AI och data science

    Author : Axel Sandstedt; [2023]
    Keywords : density estimation; scalable density estimation; nonparametric density estimation; scalable nonparametric density estimation; L1; L_1; anomaly detection; regression analysis;

    Abstract : We consider the construction of multivariate histogram estimators for any density f seeking to minimize its L1 distance to the true underlying density using arbitrarily large sample sizes. Theory for such estimators exist and the early stages of distributed implementations are available. READ MORE

  3. 2. Wind Turbine Recovery Forecasting using Survival Analysis

    University essay from Lunds universitet/Matematisk statistik

    Author : Anton Palets; [2023]
    Keywords : Survival analysis; Recovery Forecast; Wind Turbine; Availability Forecast; AFT model; Aalen s model; Cox regression; Cox Proportional Hazards; Variation Processes; Mathematics and Statistics;

    Abstract : The goal of this thesis is to present a methodology for predicting time until recovery of failed wind turbines. The necessity is motivated by the potential for more accurate wind energy export forecasts. The current approach rests entirely on having an expert examine the turbine and produce a time estimate. READ MORE

  4. 3. Forecasting Value-at-Risk and Expected Shortfall: A comparison of non- and parametric methods for crude oil amidst extreme volatility

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Otto Colbin; Yugam Sharma; [2023]
    Keywords : Value-at-Risk VaR ; Expected Shortfall ES ; Nonparametric estimation methods; Parametric estimation methods; Crude oil.; Business and Economics;

    Abstract : Practitioners primarily utilise nonparametric methods when estimating Value-at- Risk (VaR) and Expected Shortfall (ES) for computing capital requirements. However, various researchers assert that there are issues with those estimates, particularly amidst periods of market turmoil. READ MORE

  5. 4. Behavior and Performance of Some Inference Tools in Beta Regression

    University essay from Uppsala universitet/Geometri och fysik

    Author : Max Raner; [2022]
    Keywords : ;

    Abstract : Finite interval data, such as proportions, concentrations or rates, often exhibits asymmetryand heteroscedasticy in a regression setting, which can cause issues when tryingto model such data using common modelling approaches. Ferrari and Cribari-Neto, 2004 proposed a modeling approach similar to a generalized linear model, inwhich the response is assumed to be beta distributed, using an alternative parameterisationin terms of a mean and a precision parameter, and then modeled via a linkfunction depending on a linear predictor. READ MORE

  6. 5. Effects of management and plant traits on tree-related microhabitats in second-growth stands of the Białowieża Forest

    University essay from SLU/Southern Swedish Forest Research Centre

    Author : Weronika Mysiak; [2022]
    Keywords : tree-related microhabitats; TreMs; Białowieża Forest; post-Century stands; second-growth forest;

    Abstract : The study presents research conducted on Tree-related Microhabitats (TreM) in managed stands and nearly unmanaged stands in the Białowieża Forest (BF). A TreM is an above-ground structure that creates substrate, site or place for forest-dwelling species, and could be an important tool for assessing the level of biodiversity. READ MORE