Essays about: "Normality Assumption"

Showing result 1 - 5 of 13 essays containing the words Normality Assumption.

  1. 1. Robustness Against Non-Normality : Evaluating LDA and QDA in Simulated Settings Using Multivariate Non-Normal Distributions

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Gånheim Viktor; Åslund Isak; [2023]
    Keywords : Classification; Linear Discriminant Analysis; Quadratic Discriminant Analysis; Normality Assumption;

    Abstract : Evaluating classifiers in controlled settings is essential for empirical applications, as extensive knowledge on model-behaviour is needed for accurate predictions. This thesis investigates robustness against non-normality of two prominent classifiers, LDA and QDA. READ MORE

  3. 2. A heteroscedastic volatility model with Fama and French risk factors for portfolio returns in Japan

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Edvin Wallin; Timothy Chapman; [2021]
    Keywords : Heteroscedasticity; GARCH 1; 1 ; ARMA p; q ; Skewed student s t-distribution; Regression; Fama and French Five-factor model;

    Abstract : This thesis has used the Fama and French five-factor model (FF5M) and proposed an alternative model. The proposed model is named the Fama and French five-factor heteroscedastic student's model (FF5HSM). The model utilises an ARMA model for the returns with the FF5M factors incorporated and a GARCH(1,1) model for the volatility. READ MORE

  4. 3. An extreme value approach to modelling number of causalities in earthquakes

    University essay from Lunds universitet/Matematisk statistik

    Author : Henrik Steneld; [2021]
    Keywords : Extreme Value Theory; Point Process; Earthquakes; Mathematics and Statistics;

    Abstract : Earthquakes occur around the globe all the time. Most are weak enough to just pass by, some are strong enough to be felt by us humans, and some very few are completely devastating. A comprehensive database distributed by NOAA National Centers for Environmental Information provides a means for reviewing devastating earthquakes over the past. READ MORE

  5. 4. A study on the quality of the NKG2015 geoid model over the Nordic countries

    University essay from Högskolan Väst/Avdelningen för Matematik, Data- och Lantmäteriteknik

    Author : Jenny Berntsson; [2019]
    Keywords : Geodesi; modell; kvalitet;

    Abstract : Geoidmodellen NKG2015 (Nordiska kommissionen för geodesi) är den senaste geoidmodellen över Norden. Det har inte publicerats någon forskning om kvaliteten på den här nya modellen, därför kan den här studien bidra till forskningen inom ämnet. READ MORE

  6. 5. An Empirical Study of Students’ Performance at Assessing Normality of Data Through Graphical Methods

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Noah Leander Aggeborn; Kristian Norgren; [2019]
    Keywords : Web survey; Graphical methods; histogram; Q-Q plot; distribution; sample size; formal tests of normality; Shapiro-Wilks; Jarque-Bera; Lilliefors;

    Abstract : When applying statistical methods for analyzing data, with normality as an assumption there are different procedures of determining if a sample is drawn from a normally distributed population. Because normality is such a central assumption, the reliability of the procedures is of most importance. READ MORE