Essays about: "semi-parametric methods"

Showing result 1 - 5 of 6 essays containing the words semi-parametric methods.

1. 1. Efficient Estimation of Decaying Sinusoids with Application in NMR Spectroscopy

   University essay from Lunds universitet/Matematisk statistik

   Author : Martin Jälmby; [2018]
   Keywords : decaying sinusoids; semi-parametric methods; wideband dictionary; NMR spectroscopy; Mathematics and Statistics;

   Abstract : In this thesis, the Wideband Sparse Exponential Mode Analysis (WSEMA) estimator is introduced. It combines two recently developed techniques, the wideband dictionary and the Sparse Exponential Mode Analysis (SEMA) to make for an efficient estimator. READ MORE

3. 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

4. 3. Variable selection for the Cox proportional hazards model : A simulation study comparing the stepwise, lasso and bootstrap approach

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Anna Ekman; [2017]
   Keywords : ;

   Abstract : In a regression setting with a number of measured covariates not all may be relevant to the response. By reducing the numbers of covariates included in the final model we could improve its prediction accurarcy as well as making it easier to interpret. READ MORE

5. 4. Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities

   University essay from Lunds universitet/Matematisk statistik

   Author : Felix Mörée; [2016]
   Keywords : Commodities; Copula; GARCH; VaR; Mathematics and Statistics;

   Abstract : Value at Risk (VaR) is a popular measurement for valuing the risk exposure. Correct estimates of VaR are essential in order to properly be able to monitor the risk. This thesis examines a copula approach for estimating VaR for portfolios of commodities. The predictions are made from a semi- parametric model with Monte Carlo methods. READ MORE

6. 5. Warranty claims analysis for household appliances produced by ASKO Appliances AB

   University essay from Statistik; Tekniska högskolan

   Author : Ana Turk; [2013]
   Keywords : Household appliances; warranty claims; reliability analysis; Cox proportional hazard model; marginal Cox model; probit model; Pareto rule;

   Abstract : The input collected from warranty claims data links customer feedback with product quality. Results from warranty claim analysis can potentially improve product quality, customer relationships and positively affect business. READ MORE