Essays about: "empiriska fördelningsfunktionen"

Found 3 essays containing the words empiriska fördelningsfunktionen.

  1. 1. Asymptotics of beta-Hermite Ensembles

    University essay from Linköpings universitet/Matematisk statistikLinköpings universitet/Tekniska fakulteten

    Author : Filip Berglund; [2020]
    Keywords : beta-Hermite ensembles; Gaussian ensembles; empirical distribution function; level density; largest eigenvalue; order statistic; Sturm sequence; Hermite polynomials; beta-Hermite ensemblerna; gaussiska ensemblerna; empiriska fördelningsfunktionen; nivåtäthet; största egenvärdet; ordningsstatiska; Sturmföljder; Hermitepolynom;

    Abstract : In this thesis we present results about some eigenvalue statistics of the beta-Hermite ensembles, both in the classical cases corresponding to beta = 1, 2, 4, that is the Gaussian orthogonal ensemble (consisting of real symmetric matrices), the Gaussian unitary ensemble (consisting of complex Hermitian matrices) and the Gaussian symplectic ensembles (consisting of quaternionic self-dual matrices) respectively. We also look at the less explored general beta-Hermite ensembles (consisting of real tridiagonal symmetric matrices). READ MORE

  2. 2. Copula selection and parameter estimation in market risk models

    University essay from KTH/Matematisk statistik

    Author : Carl Ljung; [2017]
    Keywords : ;

    Abstract : In this thesis, literature is reviewed for theory regarding elliptical copulas (Gaussian, Student’s t, and Grouped t) and methods for calibrating parametric copulas to sets of observations. Theory regarding model diagnostics is also summarized in the thesis. READ MORE

  3. 3. Estimating the Term Structure of Default Probabilities for Heterogeneous Credit Porfolios

    University essay from KTH/Matematisk statistik

    Author : Felix Bogren; [2015]
    Keywords : ;

    Abstract : The aim of this thesis is to estimate the term structure of default probabilities for heterogeneous credit portfolios. The term structure is defined as the cumulative distribution function (CDF) of the time until default. Since the CDF is the complement of the survival function, survival analysis is applied to estimate the term structures. READ MORE