Essays about: "Parametric estimation methods"
Showing result 1 - 5 of 51 essays containing the words Parametric estimation methods.
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1. Point process learning for non-parametric intensity estimation with focus on Voronoi estimation
University essay from Göteborgs universitet/Institutionen för matematiska vetenskaperAbstract : Point process learning is a new statistical theory that gives us a way to estimate parameters using cross-validation for point processes. By thinning a point pattern we are able to create training and validation sets which are then used in prediction errors. READ MORE
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2. Robust Non-Linear State Estimation for Underwater Acoustic Localization : Expanding on Gaussian Mixture Methods
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Robust state estimation solutions must deal with faulty measurements, called outliers, and unknown data associations, which lead to multiple feasible hypotheses. Take, for instance, the scenario of tracking two indistinguishable targets based on position measurements, where each measurement could refer to either of the targets or even be a faulty reading. READ MORE
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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 institutionenAbstract : 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
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4. Assessing the Eco-efficiency of Swedish Crop Farms and the Role of Subsidies : a Directional Distance Function Approach
University essay from SLU/Dept. of EconomicsAbstract : The agriculture sector’s contribution to global greenhouse gas (GHG) emissions and its increasing vulnerability to the effects of climate change warrants assessments considering not only on-farm productivity but also the industry’s environmental sustainability. Utilizing the concept of eco-efficiency, this study analyzes the environmental performance of Swedish crop farms by incorporating farm-level GHG emissions as an undesirable output in the production function. READ MORE
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5. Into the Trading Book: Estimating Expected Shortfall
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. READ MORE
