Дисертації з теми "Estimation and inference"
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Cho, Young Su. "Empirical [gamma]-divergence : estimation and inference /." Bonn, 2005. http://www.gbv.de/dms/zbw/493498524.pdf.
Повний текст джерелаTaylor, Luke. "Essays in nonparametric estimation and inference." Thesis, London School of Economics and Political Science (University of London), 2017. http://etheses.lse.ac.uk/3569/.
Повний текст джерелаAmjad, Muhammad Jehangir. "Sequential data inference via matrix estimation : causal inference, cricket and retail." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/120190.
Повний текст джерелаThis electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (pages 185-193).
This thesis proposes a unified framework to capture the temporal and longitudinal variation across multiple instances of sequential data. Examples of such data include sales of a product over a period of time across several retail locations; trajectories of scores across cricket games; and annual tobacco consumption across the United States over a period of decades. A key component of our work is the latent variable model (LVM) which views the sequential data as a matrix where the rows correspond to multiple sequences while the columns represent the sequential aspect. The goal is to utilize information in the data within the sequence and across different sequences to address two inferential questions: (a) imputation or "filling missing values" and "de-noising" observed values, and (b) forecasting or predicting "future" values, for a given sequence of data. Using this framework, we build upon the recent developments in "matrix estimation" to address the inferential goals in three different applications. First, a robust variant of the popular "synthetic control" method used in observational studies to draw causal statistical inferences. Second, a score trajectory forecasting algorithm for the game of cricket using historical data. This leads to an unbiased target resetting algorithm for shortened cricket games which is an improvement upon the biased incumbent approach (Duckworth-Lewis-Stern). Third, an algorithm which leads to a consistent estimator for the time- and location-varying demand of products using censored observations in the context of retail. As a final contribution, the algorithms presented are implemented and packaged as a scalable open-source library for the imputation and forecasting of sequential data with applications beyond those presented in this work.
by Muhammad Jehangir Amjad.
Ph. D.
Zhou, Min. "The estimation and inference of complex models." HKBU Institutional Repository, 2017. https://repository.hkbu.edu.hk/etd_oa/387.
Повний текст джерелаBispham, Francesco Devere. "Estimation and inference with nonstationary panel data." Thesis, University of Hull, 2005. http://hydra.hull.ac.uk/resources/hull:5635.
Повний текст джерелаHall, A. "Estimation and inference in simultaneous equation models." Thesis, University of Warwick, 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.356473.
Повний текст джерелаGrant, Nicky Lee. "Estimation & inference under non-standard conditions." Thesis, University of Cambridge, 2015. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708488.
Повний текст джерелаCallahan, Margaret D. "Bayesian Parameter Estimation and Inference Across Scales." Case Western Reserve University School of Graduate Studies / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=case1459523006.
Повний текст джерелаLyons, Simon. "Inference and parameter estimation for diffusion processes." Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/10518.
Повний текст джерелаGoldman, Nicholas. "Statistical estimation of evolutionary trees." Thesis, University of Cambridge, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.239234.
Повний текст джерелаWondmagegnehu, Eshetu Tesfaye. "Small area rates, methods of estimation and inference." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape15/PQDD_0002/MQ34435.pdf.
Повний текст джерелаShows, Justin Hall. "Sparse Estimation and Inference for Censored Median Regression." NCSU, 2009. http://www.lib.ncsu.edu/theses/available/etd-05152009-143030/.
Повний текст джерелаKyriacou, Maria. "jackknife estimation and inference in non-stationary autoregression." Thesis, University of Essex, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.536965.
Повний текст джерелаSaunderson, James (James Francis). "Semidenite representations with applications in estimation and inference." Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/99782.
Повний текст джерелаThis electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (pages 235-244).
Semidenite optimization problems are an expressive family of convex optimization problems that can be solved eciently. We develop semidenite optimization-based formulations and approximations for a number of families of optimization problems, including problems arising in spacecraft attitude estimation and in learning tree-structured statistical models. We construct explicit exact reformulations of two families of optimization problems in terms of semidenite optimization. The first family are linear optimization problems over the derivative relaxations of spectrahedral cones. The second family are linear optimization problems over rotation matrices, i.e. orthogonal matrices with unit determinant. We use our semidenite description of linear optimization problems over rotation matrices to express a joint spin-rate and attitude estimation problem for a spinning spacecraft exactly as a semidenite optimization problem. For families of optimization problems that are, in general, intractable, one cannot hope for ecient semidenite optimization-based formulations. Nevertheless, there are natural ways to develop approximations for these problems called semidenite relaxations. We analyze one such relaxation of a broad family of optimization problems with multiple variables interacting pairwise, including, for instance, certain multivariate optimization problems over rotation matrices. We characterize the worst-case gap between the optimal value of the original problem and a particular semidenite relaxation, and develop systematic methods to round solutions of the semidenite relaxation to feasible points of the original problem. Our results establish a correspondence between the analysis of rounding schemes for these problems and a natural geometric optimization problem that we call the normalized maximum width problem. We also develop semidenite optimization-based methods for a statistical modeling problem. The problem involves realizing a given multivariate Gaussian distribution as the marginal distribution among a subset of variables in a Gaussian tree model. This is desirable because Gaussian tree models enjoy certain conditional independence relations that allow for very ecient inference. We reparameterize this realization problem as a structured matrix decomposition problem and show how it can be approached using a semidenite optimization formulation. We establish sucient conditions on the parameters and structure of an underlying Gaussian tree model so that our methods can recover it from the marginal distribution on its leaf-indexed variables.
by James Francis Saunderson.
Ph. D.
Banerjee, Moulinath. "Likelihood ratio inference in regular and non-regular problems /." Thesis, Connect to this title online; UW restricted, 2000. http://hdl.handle.net/1773/8938.
Повний текст джерелаMukherjee, Rajarshi. "Statistical Inference for High Dimensional Problems." Thesis, Harvard University, 2014. http://dissertations.umi.com/gsas.harvard:11516.
Повний текст джерелаLeung, Andy Chin Yin. "Robust estimation and inference under cellwise and casewise contamination." Thesis, University of British Columbia, 2016. http://hdl.handle.net/2429/60145.
Повний текст джерелаScience, Faculty of
Statistics, Department of
Graduate
Thiemann, Michael, and Michael Thiemann. "Uncertainty estimation of hydrological models using bayesian inference methods." Thesis, The University of Arizona, 1999. http://hdl.handle.net/10150/626808.
Повний текст джерелаDominicy, Yves. "Quantile-based inference and estimation of heavy-tailed distributions." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209311.
Повний текст джерелаThe first chapter introduces a quantile- and simulation-based estimation method, which we call the Method of Simulated Quantiles, or simply MSQ. Since it is based on quantiles, it is a moment-free approach. And since it is based on simulations, we do not need closed form expressions of any function that represents the probability law of the process. Thus, it is useful in case the probability density functions has no closed form or/and moments do not exist. It is based on a vector of functions of quantiles. The principle consists in matching functions of theoretical quantiles, which depend on the parameters of the assumed probability law, with those of empirical quantiles, which depend on the data. Since the theoretical functions of quantiles may not have a closed form expression, we rely on simulations.
The second chapter deals with the estimation of the parameters of elliptical distributions by means of a multivariate extension of MSQ. In this chapter we propose inference for vast dimensional elliptical distributions. Estimation is based on quantiles, which always exist regardless of the thickness of the tails, and testing is based on the geometry of the elliptical family. The multivariate extension of MSQ faces the difficulty of constructing a function of quantiles that is informative about the covariation parameters. We show that the interquartile range of a projection of pairwise random variables onto the 45 degree line is very informative about the covariation.
The third chapter consists in constructing a multivariate tail index estimator. In the univariate case, the most popular estimator for the tail exponent is the Hill estimator introduced by Bruce Hill in 1975. The aim of this chapter is to propose an estimator of the tail index in a multivariate context; more precisely, in the case of regularly varying elliptical distributions. Since, for univariate random variables, our estimator boils down to the Hill estimator, we name it after Bruce Hill. Our estimator is based on the distance between an elliptical probability contour and the exceedance observations.
Finally, the fourth chapter investigates the asymptotic behaviour of the marginal sample quantiles for p-dimensional stationary processes and we obtain the asymptotic normality of the empirical quantile vector. We assume that the processes are S-mixing, a recently introduced and widely applicable notion of dependence. A remarkable property of S-mixing is the fact that it doesn't require any higher order moment assumptions to be verified. Since we are interested in quantiles and processes that are probably heavy-tailed, this is of particular interest.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
Patschkowski, Tim [Verfasser], and Angelika [Akademischer Betreuer] Rohde. "New approaches to locally adaptive nonparametric estimation and inference." Freiburg : Universität, 2017. http://d-nb.info/1135134197/34.
Повний текст джерелаPark, In Kyoung, Dan C. Boger, and Michael G. Sovereign. "Software cost estimation through Bayesian inference of software size." Thesis, Monterey, California. Naval Postgraduate School, 1985. http://hdl.handle.net/10945/21547.
Повний текст джерелаKyriakou, S. "Reduced-bias estimation and inference for mixed-effects models." Thesis, University College London (University of London), 2018. http://discovery.ucl.ac.uk/10049958/.
Повний текст джерелаJaakkola, Tommi S. (Tommi Sakari). "Variational methods for inference and estimation in graphical models." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10307.
Повний текст джерелаMenzel, Konrad Ph D. Massachusetts Institute of Technology. "Essays on set estimation and inference with moment inequalities." Thesis, Massachusetts Institute of Technology, 2009. http://hdl.handle.net/1721.1/54638.
Повний текст джерелаCataloged from PDF version of thesis.
Includes bibliographical references (p. 141-145).
This thesis explores power and consistency of estimation and inference procedures with moment inequalities, and applications of the moment inequality framework to estimation of frontiers in finance. In the first chapter, I consider estimation of the identified set and inference on a partially identified parameter when the number of moment inequalities is large relative to sample size. Many applications in the recent literature on set estimation have this feature. Examples discussed in this paper include set-identified instrumental variables models, inference under conditional moment inequalities, and dynamic games. I show that GMM-type test statistics will often be poorly centered when the number of moment inequalities is large. My results establish consistency of the set estimator based on a Wald-type criterion, and I give conditions for uniformly valid inference under many weak moment asymptotics for both plug-in and subsampling procedures. The second chapter evaluates the performance of an Anderson-Rubin (AR) type test for a finite number of moment inequalities, and propose a modified Lagrange Multiplier (LM) and a conditional minimum distance (CMD) statistic. The paper outlines a procedure to construct asymptotically valid critical values for both procedures. All three tests are robust, to weak identification, however in most settings, conservative inference using the LM statistic seems to have greater power against local alternatives than the AR-type test. Furthermore, confidence regions based on the LM statistic will remain non-empty if the model is misspecified.
(cont.) Finally, the third chapter, which is co-authored with Victor Chernozhukov and Emre Kocatulum, presents various set inference problems as they appear in finance and proposes practical and powerful inferential tools. Our tools will be applicable to any problem where the set of interest solves a system of smooth estimable inequalities, though we particularly focus on the following two problems: the admissible mean-variance sets of stochastic discount factors and the admissible mean-variance sets of asset portfolios. We propose to make inference on such sets using weighted likelihood-ratio and Wald type statistics, building upon and substantially enriching the available methods for inference on sets.
by Konrad Menzel.
Ph.D.
Bull, Adam. "Asymptotics of nonparametric methods in estimation, inference and optimisation." Thesis, University of Cambridge, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.610801.
Повний текст джерелаChan, Karen Pui-Shan. "Kernel density estimation, Bayesian inference and random effects model." Thesis, University of Edinburgh, 1990. http://hdl.handle.net/1842/13350.
Повний текст джерелаVeraart, Almut Elisabeth Dorothea. "Volatility estimation and inference in the presence of jumps." Thesis, University of Oxford, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.670107.
Повний текст джерелаChen, Xu. "Accelerated estimation and inference for heritability of fMRI data." Thesis, University of Warwick, 2014. http://wrap.warwick.ac.uk/67103/.
Повний текст джерелаHamadeh, Lina. "Periodically integrated models : estimation, simulation, inference and data analysis." Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/periodically-integrated-models-estimation-simulation-inference-and-data-analysis(f7b345e9-bad7-424a-9746-bfe771d7ba8c).html.
Повний текст джерелаAlmerström, Przybyl Simon. "A Trade-based Inference Algorithm for Counterfactual Performance Estimation." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254453.
Повний текст джерелаEn metodik för att öka andelen lyckade inkassoärenden genom att para ihop telefonhandläggare med optimala gäldenärer utvecklas. Denna metodik, kallad handels-algoritmen, består av följande steg. Handelsalgoritmen identifierar först grupper av gäldenärer för vilka agenters prestationsförmåga varierar. Utifrån dessa skillnader i prestationsförmåga är agenter placerade i kluster. En optimal samtalsallokering för klustren bestäms sedan. Två metoder för att estimera en optimal samtalsallokerings prestanda föreslås. Dessa metoder kombineras med Monte Carlo-korsvalidering och en alternativ tidskonsistent valideringsteknik. Signifikanstester tillämpas på resultaten och effektstorleken estimeras. Handelsalgoritmen tillämpas på data från kredithanteringsföretaget Intrum och visas förbättra prestanda.
Jones, Mary Beatrix. "Likelihood inference for parametric models of dispersal /." Thesis, Connect to this title online; UW restricted, 2000. http://hdl.handle.net/1773/8934.
Повний текст джерелаNissilä, M. (Mauri). "Iterative receivers for digital communications via variational inference and estimation." Doctoral thesis, University of Oulu, 2008. http://urn.fi/urn:isbn:9789514286865.
Повний текст джерелаMcGinnity, Shaun Joseph. "Nonlinear estimation techniques for target tracking." Thesis, Queen's University Belfast, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.263495.
Повний текст джерелаKorte, Robert A. "Inference in Power Series Distributions." Kent State University / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=kent1352937611.
Повний текст джерелаZhang, Bingwen. "Change-points Estimation in Statistical Inference and Machine Learning Problems." Digital WPI, 2017. https://digitalcommons.wpi.edu/etd-dissertations/344.
Повний текст джерелаLee, Joonhwan, and Iván Fernández-Val. "Panel data models with nonadditive unobserved heterogeneity : estimation and inference." Thesis, Massachusetts Institute of Technology, 2014. http://hdl.handle.net/1721.1/87526.
Повний текст джерела"February 2014." Abstract page contains the following information: "This paper is based in part on the second chapter of Fernández-Val (2005)'s MIT PhD dissertation." -- Authors: "Iván Fernández-Val and Joonhwan Lee." Cataloged from PDF version of thesis.
Includes bibliographical references (pages 25-27 (first group)).
This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest - means, variances, and other moments of the random coefficients - are estimated by cross sectional sample moments of GMM estimators applied separately to the time series of each individual. To deal with the incidental parameter problem introduced by the noise of the within-individual estimators in short panels, we develop bias corrections. These corrections are based on higher-order asymptotic expansions of the GMM estimators and produce improved point and interval estimates in moderately long panels. Under asymptotic sequences where the cross sectional and time series dimensions of the panel pass to infinity at the same rate, the uncorrected estimator has an asymptotic bias of the same order as the asymptotic variance. The bias corrections remove the bias without increasing variance. An empirical example on cigarette demand based on Becker, Grossman and Murphy (1994) shows significant heterogeneity in the price effect across U.S. states.
by Joonhwan Lee.
S.M.
Alquier, Pierre. "Transductive and inductive adaptative inference for regression and density estimation." Paris 6, 2006. http://www.theses.fr/2006PA066436.
Повний текст джерелаÇetin, Özgür. "Multi-rate modeling, model inference, and estimation for statistical classifiers /." Thesis, Connect to this title online; UW restricted, 2004. http://hdl.handle.net/1773/5849.
Повний текст джерелаVeenadhar, Katragadda. "An Interactive Tool to Investigate the Inference Performance of Network Dynamics From Data." Thesis, University of North Texas, 2012. https://digital.library.unt.edu/ark:/67531/metadc149617/.
Повний текст джерелаWang, Yan, and 王艷. "Statistical inference for capture-recapture studies in continuoustime." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31243721.
Повний текст джерелаCatlin, Sandra N. "Statistical inference for partially observed Markov population processes /." Thesis, Connect to this title online; UW restricted, 1997. http://hdl.handle.net/1773/8940.
Повний текст джерелаChatterjee, Nilanjan. "Semiparametric inference based on estimating equations in regression models for two phase outcome dependent sampling /." Thesis, Connect to this title online; UW restricted, 1999. http://hdl.handle.net/1773/8959.
Повний текст джерелаOzbozkurt, Pelin. "Bayesian Inference In Anova Models." Phd thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/3/12611532/index.pdf.
Повний текст джерелаthey have beautiful algebraic forms. We have shown that they are highly efficient. We have given real life examples to illustrate the usefulness of our results. Thus, the enormous computational and analytical difficulties with the traditional Bayesian method of estimation are circumvented at any rate in the context of experimental design.
Golinelli, Daniela. "Bayesian inference in hidden stochastic population processes /." Thesis, Connect to this title online; UW restricted, 2000. http://hdl.handle.net/1773/8969.
Повний текст джерелаLin, Lizhen. "Nonparametric Inference for Bioassay." Diss., The University of Arizona, 2012. http://hdl.handle.net/10150/222849.
Повний текст джерелаWang, Yan. "Statistical inference for capture-recapture studies in continuous time /." Hong Kong : University of Hong Kong, 2001. http://sunzi.lib.hku.hk/hkuto/record.jsp?B23501765.
Повний текст джерелаNagy, Béla. "Valid estimation and prediction inference in analysis of a computer model." Thesis, University of British Columbia, 2008. http://hdl.handle.net/2429/1561.
Повний текст джерелаKalnina, Ilze. "Essays on estimation and inference for volatility with high frequency data." Thesis, London School of Economics and Political Science (University of London), 2009. http://etheses.lse.ac.uk/3005/.
Повний текст джерелаKhatoon, Rabeya. "Estimation and inference of microeconometric models based on moment condition models." Thesis, University of Manchester, 2014. https://www.research.manchester.ac.uk/portal/en/theses/estimation-and-inference-of-microeconometric-models-based-on-moment-condition-models(fb572e1e-7238-4410-8e27-052b4a438962).html.
Повний текст джерелаGuyonvarch, Yannick. "Essays in robust estimation and inference in semi- and nonparametric econometrics." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLG007/document.
Повний текст джерелаIn the introductory chapter, we compare views on estimation and inference in the econometric and statistical learning disciplines.In the second chapter, our interest lies in a generic class of nonparametric instrumental models. We extend the estimation procedure in Otsu (2011) by adding a regularisation term to it. We prove the consistency of our estimator under Lebesgue's L2 norm.In the third chapter, we show that when observations are jointly exchangeable rather than independent and identically distributed (i.i.d), a modified version of the empirical process converges weakly towards a Gaussian process under the same conditions as in the i.i.d case. We obtain a similar result for a modified version of the bootstrapped empirical process. We apply our results to get the asymptotic normality of several nonlinear estimators and the validity of bootstrap-based inference. Finally, we revisit the empirical work of Santos Silva and Tenreyro (2006).In the fourth chapter, we address the issue of conducting inference on ratios of expectations. We find that when the denominator tends to zero slowly enough when the number of observations n increases, bootstrap-based inference is asymptotically valid. Secondly, we complement an impossibility result of Dufour (1997) by showing that whenever n is finite it is possible to construct confidence intervals which are not pathological under some conditions on the denominator.In the fifth chapter, we present a Stata command which implements estimators proposed in de Chaisemartin et d'Haultfoeuille (2018) to measure several types of treatment effects widely studied in practice